There's currently no jailbreak for the newest iOS (9.2.1) version.
However, the TaiG and Pangu Team have spread some promising news - be sure to check out both of the dev-team's websites if you want to stay up to date with a jailbreak for 9.2.1.
I have tried several "non-mainstream" jailbreaking methods to jailbreak 9.2.1 so far, but nothing has worked so far. I guess we have to be patient.