If you want to hide which nginx version are you using from HTTP headers you can use following directive in some of your nginx configuration files:

server_tokens off;

To hide it for all of your sites you can add it inside of the http block in your configuration:

http {
    server_tokens off;
}

To hide it for specific site you can place it inside of the server block:

server {
    server_tokens off;
}

and lastly, if you want to hide it only for specific location you can use it inside of location block:

location = /example {
    server_tokens off;
}

After you make changes to your nginx config restart the service.

To verify that nginx version is not exposed anymore you can use following command:

curl -I www.your-domain-name.com

Header you receive should not have version exposed and should look like this:

HTTP/1.1 200 OK
Server: nginx
Date: Wed, 24 Feb 2016 16:49:02 GMT
Content-Type: text/html; charset=UTF-8
Connection: keep-alive