To create python 3.11 conda environment use the following command

conda create -n py311 python=3.11

py311 - environment name

Update 3

To create python 3.10 conda environment use the following command

conda create -n py310 python=3.10

py310 - environment name

Update 2

You can now directly create python 3.9 environment using the following command

conda create -n py39 python=3.9

py39 - environment name

Update 1

Python 3.9 is now available in conda-forge.

To download the tar file - https://anaconda.org/conda-forge/python/3.9.0/download/linux-64/python-3.9.0-h852b56e_0_cpython.tar.bz2

Anaconda Page - https://anaconda.org/conda-forge/python

As pointed out in the comments, python 3.9 is not yet there on any channels. So, it cannot be install yet via conda.

Instead, you can download the python 3.9 executable and install it.

Once the installation is done, a new executable will be created for python 3.9 and pip 3.9 will be created.

Python:

python3.7          
python3.7-config   
python3.7m         
python3.7m-config  
python3.9          
python3.9-config

pip

pip      
pip3     
pip3.7   
pip3.8   
pip3.9   
pipreqs

In order to install ipython for python 3.9,

pip3.9 install ipython