Run this command:
grep avx /proc/cpuinfo
Or
grep avx2 /proc/cpuinfo
This will give you:
flags : fpu vme de pse tsc msr pae mce cx8 apic sep mtrr pge mca cmov pat pse36 clflush mmx fxsr sse sse2 ss syscall nx pdpe1gb rdtscp lm constant_tsc arch_perfmon rep_good nopl eagerfpu pni pclmulqdq vmx ssse3 cx16 pcid sse4_1 sse4_2 x2apic popcnt tsc_deadline_timer aes xsave avx avx2 hypervisor lahf_lm arat tsc_adjust xsaveopt