After sprint completes, move open items

[Jira Admin]

In screenshots I see an option for "After sprint completes, move open issues to" and provides a dropdown. I am unable to find this option or how to make it active. 

[Eric Bailey]

Everything I read says that is via third party software and tied to the flag right above it for automation.  Automatic Sprint Completion and Creation (atlassian.com)

However, when you manually close the sprint, you WILL be given that option.