Shipping taxable by state (with Avalara)

Is there a way to only make shipping taxable for certain states? So we have Tax Settings -> Shipping is taxable, and then there's the shipping tax class option that appears, but I'm not sure how to only that to certain states only.

Is this possible?

The other piece to this is we are using the Avalara plugin from JMA (Tax.AvalaraTax).

Thanks!