The iOS 9 jailbreak was released earlier this month, but it was only available for Windows. Today, the jailbreak's available for Mac.
The jailbreak works the same as it does on Windows, so it's a pretty straighforward process. You will need to be on iOS 9.0.2 or below though, so if you upgraded to 9.1 last week, you're out of luck on the jailbreak. Once you're jailbroken, be sure to check out all the new apps and tweaks made for iOS 9.