OCSP stapling with Nginx issue

Hi,

Trying to configure SSL cert, also Nginx ssl.conf.
Using Let's encrypt plugin in Plesk to get a free cert, OS is CentOS 7.2
From outside, using SSLlabs, I get A+ rating for the domain, OCSP stapling look line is working.

But when I check Nginx's status, I get the following warning message:

nginx[10840]: nginx: [warn] "ssl_stapling" ignored, issuer certificate not found


Where to fix this issue? SSLlabs gives green mark and YES for OCSP stapling. But why Nginx is alerting?

Regards,
G.