I haven't found answer to this. nginx-extras does not have it. CentOS packages seem to include the aio module.
TL;DR: There isn't one, because AIO was enabled in NGINX in Debian for some time, but then pulled out from the package because it introduced undesired behavior changes.
It looks like this was discussed in Debian in 2015, but compiling with AIO causes "unintended side effects". This is referenced in this Debian bug report message and then promptly set as "Won't Fix" (source: Debian Bug #784240, Message #10):
We had AIO support enabled in the past for a short time. Enabling it at all was a mistake on my part. Having nginx built with AIO support, whether enabled or not, alters the behavior of nginx in often undesirable ways. I have seen many hard to troubleshoot issues because of AIO support. Build issues are the least of my concern when it comes to enabling this build option, granted those issues exist as well.
Unless there is an incredibly strong reason why we should create an nginx-aio package, this option will not be enabled.
-- reply to bug from Michael Lustfield
So, lack of AIO is apparently intentional, because AIO adds a lot of debugging issues for troubleshooting and other evils.
Given Debian has disabled it, the packages in Ubuntu and the PPA are unlikely to enable it either.
Your only option is to recompile, or try and find a PPA that would provide AIO enabled builds. (I would create such a PPA, but demand for this is not high)
Additional Edit: It looks like this has changed, and in later versions of NGINX, AIO support (threads) has been enabled. This seems to be effective starting with at least 17.04, and the introduction of dynamically compiled modules into the packaging.