However, even though 1.9.11 added the dynamic modules, none of the standard modules are dynamic by default. To make them into dynamic modules, you'll need to update the configure options. For example, to make the mail module dynamic, update --with-mail to --with-mail=dynamic.
The main nginx.conf configuration file will then need the following:
load_module "modules/ngx_mail_module.so";
Official Link: https://www.nginx.com/resources/wiki/extending/