Here is another pair of headphones that let you listen to music while exercising. The Bose SoundSport Free Headphones are weather and sweat resistant. They stay put, so you can walk, run, jump, and dance with them. SoundSport Free earphones last up to 5 hours on battery. You also get a charging case that protects them and offers up to 10 hours of battery.
You can connect these to your smartphone and use the Bose Connect app to find them. Expected to ship in November for $249.[where to get it]