Leaflet Geojson Styling

How can external Geojson feeds be styled in leaflet? To add my external feed I'm using the snip below:

var mygeojson = new L.geoJson();
mygeojson.addTo(map);

$.ajax({
    dataType: "json",
    url: "https://linktomyexternalgeojsonurl",
    success: function(data) {
        $(data.features).each(function(key, data) {
            mygeojson.addData(data);
        });
    }
}).error(function() {});

The Leaflet website offers examples here http://ift.tt/1cHvWyf but when following the map breaks and does not display any marker. I am clearly doing something wrong and it is likely very simple and obvious to anyone but me.

Leaflet example:

var myStyle = {
    "color": "#ff7800",
    "weight": 5,
    "opacity": 0.65
};

L.geoJson(myLines, {
    style: myStyle
}).addTo(map);

My implementation of the Leaflet example:

var myStyle = {
    "color": "#ff7800",
     "weight": 5,
     "opacity": 0.65
    };

var mygeojson = new L.geoJson({
    style: myStyle})
    mygeojson.addTo(map);

    $.ajax({
        dataType: "json",
        url: "https://linktomyexternalgeojsonurl",
        success: function(data) {
            $(data.features).each(function(key, data) {
                mygeojson.addData(data);
            });
        }
    }).error(function() {});