Apple has released OS X El Capitan 10.11.2 and Security Update 2015-008. These fix various security issues in OS X 10.9.x thru OS X 10.11.1. For more information see https://support.apple.com/en-us/HT205637.
Apple has also released Safari 9.0.2 which fixes several security issues in the Safari browser. This update is included in the OS X El Capitan 10.11.2 update but not Security Update 2015-008, so if you are updating OS X 10.9 or 10.10, you’ll need to apply both the Security Update and the Safari update. More information on the Safari update is available at https://support.apple.com/en-us/HT205639.