I believe the closest you can get with a plain HTML-solution is to disable that option:
<select>
<option selected="selected" disabled="disabled">Choose option</option>
<option>Option 1</option>
<option>Option 2</option>
<option>Option 3</option>
<option>Option 4</option>
</select>
Demo
The element will still appear in the the list, but it will be grayed out and it will not be possible to select it from the dropdown after opening it.