Hello,
There is no such possibility, by default. As simplest workaround you can activate Swap effect (Theme Options > E-commerce > Products Page Layout > Image hover effect) and add this code in Theme Options > Styling > Custom css:
.content-product .image-swap {
opacity: 1;
}
in this case, Featured image of product will be shown on the Single product page and the first image of Product gallery will be shown on Shop page (http://i.prntscr.com/V88-KLbWTm_FhYFTeGBW4A.png > http://i.prntscr.com/kMnzLbmsQTK5y9kubOvb6g.png + http://i.prntscr.com/MqY5oxWmTTqinCLEga8jxw.png)
Regards