Samsung has released Android 5.1.1 Lollipop for AT&T Galaxy S6 Active (SM-G890A) model today (Friday).
Alongside the latest version of Android Lollipop, the update also brings Samsung Pay to the device. The update with build number G890AUCU3BOJE has been released as an OTA, and will be rolled out in phases, so it may take a few days before you see the update notification on your device.
If you are impatient like us, you can go to Settings » System » About device » Software update to manually check for the update on your Galaxy S6 Active.