JSFiddle - React, Tailwind, and code Playground

HTML

<select>
   <option>select a timezone</option>
   <option value="0">Casablanca</option>
   <option value="0">Dublin, Edinburgh, Lisbon, London</option>
   <option value="60">Belgrade, Bratislava, Budapest, Ljubljana, Prague</option>
   <option value="60" style="font-style: italic;">Brussels, Copenhagen, Madrid, Paris</option>
</select>

CSS

option:nth-child(3){
 font-style:italic
}