I love B&H they a lot of headphones to demo.

So, just to give a update for everyone.  I demo the Etymotic ER4P and the fittings were too large to fit and the Sennheiser IE 80 wasn't available for demo, so I make the purchase.  End up doing for a refund for the IE80, since the isolation was pretty bad.  Probably just not getting any IEM and get myself some earplug perhaps.

I know a custom IEM is going to be over your budget, but it may be worth it to get a perfect fit and good isolation. My Noble customs are super comfy and there's no fuss getting a good seal. Isolation is also great.

I was looking at https://cleartunemonitors.com/products/ear-plugs/ website for some custom-Earplug. But, probably won't have the time until early April.  So far, thanks everyone for the suggestion.  I thought about the Klipsch x11 but I doubt it works well in the subway, I will continue to explore more options.

Just want to make a update and finally got the Klipsch X11 yesterday.  However, upon arrival is DOA the right channel is malfunction and the left channel has a static issue.  Not going to comment on the sound, but the isolation is on par with the Sennheiser IE80 which is pretty average.  Perhaps, the fittings didn't seal properly inside my ear.  My ear canal just too small for the X11 to get a good seal.  Next move is the Custom ear plug. 

Just want to thanks everyone for their input, will continue to explore. 

I was looking at https://cleartunemonitors.com/products/ear-plugs/ website for some custom-Earplug. But, probably won't have the time until early April.  So far, thanks everyone for the suggestion.  I thought about the Klipsch x11 but I doubt it works well in the subway, I will continue to explore more options.

CTM didn't really impress me, but of course I'm just one data point. Best of luck with your search!

Edit: Oh nvm, not for sound just for custom earplugs. No experience in that realm.