Finally the developer Luca Todesco just released the Jailbreak for iOS 10.2 running with mobilesubstrate.
This new jailbreak is called Yalu 10.2 and is only compatible for iPhone 6s, iPhone SE and the iPad Pro.
Tutorial Guide for Yalu Jailbreak iOS 10.2
Download the tools:Download Yalu 10.2
Download Cydia Impactor for OS
Download Cydia Impactor for Win
If you are already in 10.2.1 you can see this tutorial to get down to 10.2 for this jailbreak to work.