You should use a .pyxbld file, see for example this question.
For a file named foo.pyx, you would make a foo.pyxbld file. The following would give extra optimization args:
def make_ext(modname, pyxfilename):
from distutils.extension import Extension
return Extension(name=modname,
sources=[pyxfilename],
extra_compile_args=['-O3', '-march=native'])
I think it might be possible to pass in extra setup options to pyximport.install if you jump through enough hoops (messing around with distribute) to get the setup_args in the form it likes, however in the pyximport module documentation it recommends using a .pyxbld file, and in the test code for pyximport only that method is tested, so if there is another way it should be considered unstable/untested and .pyxbld should be considered the proper way of doing this.