제가 찾은 정보에 의하면 O1으로 변경할 경우 J1 waiver를 받지 않아도 된다고 하네요. 대신에 제3국으로 나갔다가 O1 stamp를 받아야 한다고 합니다.
A J1 visa holder who is subject to INA §212(E) must either return to his or her home country upon expiration of the J1 visa or obtain a J1 waiver before he or she may change his or her status to H1B, L1 or adjust their status to permanent resident (green card). If the J1 visa holder cannot qualify for a waiver, he or she may obtain an F1 or O1 visa via third country processing without returning to his or her home country.