I've never liked the thumpiness I feel from IEMs when I'm doing anything active.
I would try some monk+ earbuds. If they fit your ears, they'll likely stay in, and they sound reasonably good.
I've also bought some better (visually similar) earbuds from China which sound a little better, but at 20x the price. I think for active use, you would be good with a few pairs of the cheap ones, in case you break them.