Lookee Tech Sleep Pro and Nonin Connect are both continuous oximeters that measure oxygen levels constantly, including while you are moving. There may be others. I have both because they are FDA-approved.

Nonin Connect is larger and has a larger display, uses 2 AAA batteries, and will continuously display your oxygen level. Individual spot check values will display in their app on your phone, but it does not produce a summary report and it does not have an alarm.

Lookee Tech Sleep Pro is rechargeable, it does have an alarm and produces a nice summary report in the ViHealth app on your phone. I have used it for three years and my Sleep Medicine doctor recommends it to his patients.

I have attached screenshots from the ViHealth App of a report from February during a 1-mile indoor walk when I was not having a good day and exercising without oxygen. My average oxygen level was only 89%. The orange triangles show when the alarm went off showing drops less than 90%. The notes field is very helpful to document workout details, symptoms, and oxygen used.

I use the Lookee Tech Sleep Pro Oximeter when sleeping with oxygen and CPAP, driving to higher elevations with my portable oxygen, on a plane with my portable, and during my daily indoor walk.

Photo Edit
Last photo shows the display of your oxygen level while you are wearing the oximeter in the ViHealth app so you don't need to be looking at the device to know what your oxygen level is in real time.