How do you create optgroups in react-select v2?

options is the magic key:

render() {
  const options = [
    {
      label: "Group 1",
      options: [
        { label: "Group 1, option 1", value: "value_1" },
        { label: "Group 1, option 2", value: "value_2" }
      ]
    },
    { label: "A root option", value: "value_3" },
    { label: "Another root option", value: "value_4" }
  ];
  return <Select options={options} />
}

This renders the way that I expect.