Essentially, before using AVX2, you need to check 
- if the AVX2 instruction set is supported by checking CPUID.(EAX=07H, ECX=0H):EBX.AVX2[bit 5]=1
- if use of YMM registers is enabled by the OS
Step 1 can be done e.g. using this function:
function IsAVX2supported: boolean;
asm
    // Save EBX
    {$IFDEF CPUx86}
      push ebx
    {$ELSE CPUx64}
      mov r10, rbx
    {$ENDIF}
    //Check CPUID.0
    xor eax, eax
    cpuid //modifies EAX,EBX,ECX,EDX
    cmp al, 7 // do we have a CPUID leaf 7 ?
    jge @Leaf7
      xor eax, eax
      jmp @Exit
    @Leaf7:
      //Check CPUID.7
      mov eax, 7h
      xor ecx, ecx
      cpuid
      bt ebx, 5 //AVX2: CPUID.(EAX=07H, ECX=0H):EBX.AVX2[bit 5]=1
      setc al
   @Exit:
   // Restore EBX
   {$IFDEF CPUx86}
     pop ebx
   {$ELSE CPUx64}
     mov rbx, r10
   {$ENDIF}
end;
Step 2 can be done e.g. using this function:
function OSEnabledXmmYmm: boolean;
// necessary to check before using AVX, FMA or AES instructions!
asm
  {$IFDEF CPUx86}
  push ebx
  {$ELSE CPUx64}
  mov r10, rbx
  {$ENDIF}
  mov eax,1
  cpuid
  bt ecx, 27  // CPUID.1:ECX.OSXSAVE[bit 27] = 1 (XGETBV enabled for application use; implies XGETBV is an available instruction also)
  jnc @not_supported
    xor ecx,ecx //Specify control register XCR0 = XFEATURE_ENABLED_MASK register
    db 0Fh, 01h, 0D0h // xgetbv //Reads XCR (extended control register) -> EDX:EAX
    {lgdt eax = db 0Fh, 01h = privileged instruction, so don't go here unless xgetbv is allowed}
      //CHECK XFEATURE_ENABLED_MASK[2:1] = ‘11b’
      and eax, 06h //06h= 00000000000000000000000000000110b
      cmp eax, 06h//; check OS has enabled both XMM (bit 1) and YMM (bit 2) state management support
    jne @not_supported
      mov eax,1
      jmp @out
  @not_supported:
    xor eax,eax
  @out:
 {$IFDEF CPUx86}
  pop ebx
  {$ELSE CPUx64}
  mov rbx, r10
  {$ENDIF}
end;
Of course, you can also use this to modify the function you posted to just have a single function to call.