There is no option to change to married filing separately for Massachusetts in a tax file with a joint federal return.
Create a duplicate file (File > Save As) and give it a new name. Change your filing status in this file to Married Filing Separate and delete all your wife’s info. If she is listed first on the return, you’ll have to switch the names and make yourself the primary taxpayer.
Or you can start a new married filing separate file for yourself. Unless you have other MA income, you'll just have to enter your W-2 so this may be the easier way to go.
Once all your info is in, you can complete Massachusetts. You will not be able to e-file the state return because you e-filed a joint federal return. Send your MA return by certified mail with proof of delivery.
For more info see How do I prepare a joint federal return and separate state returns?
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