So If your are non rooted then you can check for the update by below method.
#Update Oneplus 2 to Oxygen os 2.1.1 in Non rooted Device.
1.Open setting and navigate top About phone >System Update.
2.Here you will see an OTA Update for your Oneplus 2 of latest Oxygen OS 2.1.1
3.Just press yes I am IN and tap on install.
4.After Downloading the update Your device will reboot in to recovery and start installing the update once done!
5.Your device will be rebooted and now Oneplus 2 will be running on latest oxygen os v2.1.1.
Now there may me one problem you may face that your device may show “Your device is Up to Date” and no update will be showing in the settings.In this situation you need to update your oneplus 2 manually.
For installing oxygen OS 2.1.1 manually follow below steps for non rooted users.
►Downloads
1.Download Oxygen OS 2.1.1 ROM for OnePlus 2 (File: OnePlus2Oxygen_14_OTA_008_all_1509191929.zip (1.1 GB))
#Update Oneplus 2 Manually On Non Rooted Device.
1.Download the OTA Update of Oxygen os 2.1.1 for oneplus 2 from the link given in above download section.
2.place the zip file in your device Memory.
3.Now boot your device in Stock recovery mode and select Apply update from SD Card.
4.And you are done! your Oneplus 2 will updated to Oxygen OS 2.1.1.
Now How to Update Rooted Oneplus 2 Safely.You need to have any custom recovery installed in your device like TWRP recovery.After that download the OTA Update file from above link and follow below steps to install Oxygen is 2.1.1 in rooted oneplus 2.
#Update Rooted Oneplus 2 to Oxygen Os 2.1.1
3.Then reboot your device into recovery and clear cache and Data.
4.Do backup your Current Rom before flashing any rom in case you face boot loop,or bricked you device so you can restore your Oneplus 2 to previous state.
5.Now tap on Install zip,then select Oxygen OS 2.1.1.zip for oneplus 2 file and flash it.
6.Done! Now reboot your device wait for few minutes as it takes a while in first boot after finishing boot enjoy latest Oxygen OS 2.1.1 on your Oneplus 2.