You probably have the latest version of CM11s, they took away that feature on CM11s, they just brought it back for the CM12 nightlies.
Some people say that CM12s is in the final stages of testing, you might want to wait a few weeks until it comes out, or better yet OxygenOS, One+ One home brewed rom that is schedule to come out on Feb 12th.
Some people say that CM12s is in the final stages of testing, you might want to wait a few weeks until it comes out, or better yet OxygenOS, One+ One home brewed rom that is schedule to come out on Feb 12th.