This is not possible with Contact Form 7 plugin. Instead you can make use of the dynamic_dropdown tag offered by the CF7 plugin extension, CF7 Smart Grid-layout. This allows you to create a dynamic dropdown, which has an option to filter the drodown’s options, and therefore create a custom set of options,
add_filter('cf7sg_dynamic_dropdown_custom_options', 'custom_options');
function custom_options($options){
return "
<optgroup>
<option>...</option>
</optgroup>
";
}
the plugin enables filter helpers once you insert a tag field in your form. these helpers have more information to help you with their functionality.