Usually it was : From the web site parameters --> Advances setting and it was the second option. But I cant find it anymore. Where is this ?
the thing that is confusing you is that Sharepoint has different menus depending on whether you are looking at a Document Library, List or Task List. (Please note all my screen shots are from SP 2013).
List (please excuse me re-using the picture from my answer to your other question)
Task List (this is almost identical to a List - it looks as though the only difference is the 'email notification' option)
This is usually occurring in case your current list is
Issue Tracking List (not custom list) where its default
WriteSecurity is 1 and can't be changed so you will not find Item Level Permissions as shown below:
Check the workaround at Modify the WriteSecurity property for an Issue Tracking List