Here is an old reply I made to same question....
Same question i asked years ago...
Growing peppers taught me a new level of patience... lol
Just make sure they get as much direct sun as possible and all growing parameters are just right. They will ripen eventually.
Once they stop getting 'bigger, then they will work on getting ripe, sweet and hot...
I've been leaving my peppers on the plant even after they turn. Letting the Jala get red&heat cracks, others till just a little soft or a few wrinkles, or when the stem starts to yellow. Makes for the sweetest, hottest, best flavor imo. Thats what we have over store bought that are usually picked before they fully ripen. We can let them 'vine ripen to the max, making for the very best tasting hottest peppers... Longer you can leave them on, the hotter they get...
Possible Exception to the above advice... Got some chocolate reapers that I might have left on to long, think they gave us radiation poisoning,,they're nuclear I tell ya, like biting into the sun,,, milk didn't even help...
Just picked this one for some guacamole tonight, been on the plant for a month or more after turning red... These organic Jala's are scorching hot for a Jala... love em.