If I want to JB an ATV2 which are my options to get an untethererd JB?
It has to be running a version of firmware that supports an untethered jailbreak from the list at Apple TV Version Info (updated 10/23/15) - Seas0nPass - Firecore.
If you have that then before starting the shsh blob for that firmware release on that device needs to be saved. Typically this is done using the option to save the Firmware signature that is available in the latest SeasonPass? You then use the option in SeasonPass to jailbreak to that specific release.
It is always possible that at some point an untethered jailbreak may be produced for a firmware release that is still being signed by Apple, then if that happens any ATV2 will be able to get an untethered jailbreak.