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Bone conduction headphones are ideal for activities where it is vital to be able to hear your surroundings. That's because they use a technology that sends audio vibrations through to the inner ear while leaving your ear canals open. Shokz is one of, if not the best brand making bone conduction headphones right now. At the high end of Shokz's offerings sit the OpenRun Pro 2s, which impressed me when I tested them out for review, but they are a bit pricey at $180. But right now, the older but still capable OpenRun Pros are discounted to $109.95 (originally $179.99), the second-lowest price they've reached according to price-tracking tools.
If you've never used bone conduction headphones, they're worth a try, and the Shokz OpenPro are a great introduction to the technology. Previously, bone conduction headsets tended to suffer from poor bass compared to in-ear models. The OpenRun Pros are designed to compensate for some of that—you won't get the same thumpy bass you'd get from regular headphones, but it'll be the best you can get from any other bone conduction headphones.
As the name implies, these are meant to be used on outdoor runs. They have an IP55 rating for dust- and water-resistance, are lightweight and comfortable, and can be worn with bicycle helmets and sunglasses. You can use them as everyday headphones too; they can take calls, but you'll need to be mindful of the fact that they don't block any competing sound. Personally, I wear my Shokz all the time around the house and sometimes forget I even have them on (that's how comfortable they are).