It's quite simple to do this, I'll briefly explain how events related to the mouse work, eg, click or change.
Every time you use a JQuery event, the framework itself places an object in the callback function (event) with all the methods and parameters you can work with. An object that you can use is called timeStamp, it returns you how long the event took, when you click on an object on the screen the framework spends some time to identify the object's data, but after it loads, when its combobox is open , the click spends 0 seconds because JQuery has already read the data previously.
I do not know if you can understand it well but once it is loaded, just check if the timestamp is 0, then you can get the data clicked. See the example working below.
$(function() {
$('#dados').click(function(event) {
if (event.timeStamp == 0) {
var dados = $(this).val();
alert(dados);
}
});
});
<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script><selectid="dados">
<option value="1">One</option>
<option value="2">Two</option>
</select>
I hope I have helped.