You Cannot Jailbreak iOS 9
Developers are working on an iOS 9 jailbreak but for the moment, the iOS 9 jailbreak is not available for iOS 9.0 users. And unfortunately, we're still not sure when an iOS 9 jailbreak will be released.
If you're jailbroken on iOS 8.4 or below, you'll want to stay on iOS 8.4 or below until developers release an iOS 9 jailbreak tool. If you're already on iOS 9, you're stuck because there is no jailbreak for iOS 8.4.1 and that's the oldest piece of software you can drop back down to.