You can't do this without some form of authentication that you are the correct user.
https://en.wikipedia.org/wiki/Email_spoofing
This used to be a big problem, before people fixed it with cryptographic signatures. You could receive an email from a criminal, pretending to be your boss, asking you to send them the secret project of the future.
If you host your own mail server, you will be able to customise the username, but you will either need to have some way of keeping your IP constant (or replies will not work), or DDNS.
EDIT:
as @tripleee mentioned, this has to be set up as SMTP settings, this is not a mailx problem
-roption. But those mails end up in the spam folder.