Before you begin the jailbreak process, make sure you’ve backed up your iOS device. Your device has to be running on iOS 9, 9.0.1 or 9.0.2 for the jailbreak to work. Pangu for iOS 9 jailbreak tool is currently only available for Windows. You can, however, run Windows on a Virtual Machine on your Mac to perform the jailbreak.
How to Jailbreak iOS 9 using Pangu 9 for Windows
Download Pangu 9 for Windows from http://dl.pangu.25pp.com/jb/Pangu9_v1.2.0.exe
Connect your iOS device to the computer and Disable Find My iPhone and Passcode/TouchID.
Enable Airplane Mode.
Launch the Pangu 9 app and click on the Start button. Select ‘Already Backup’ to continue.
The jailbreak process should start and your iPhone will reboot. Enable Airplane mode again as prompted. The jailbreak process should now continue.
After a while, the tool will ask to launch the Pangu app on the Home Screen.
The Pangu app on your device will request access to your Photos Library. Click on accept to continue.
Select OK when ‘Pangu Would Like to Access Your Photos’ pop-up appears.
Your iOS device will now reboot. After reboot, disable Airplane mode and launch the Cydia app. Wait for Cydia to load and respring.
That's it. You have jailbroken your ios device