U.S. regulations require you to have a current local address on file with the government. You can report your address (home address type), email, and phone number updates in the Personal Information for Employees section of One.IU. OIS will update your SEVIS record.
If you move during your J-1 program, you and your family members need to report your new address within 10 days. Any changes to your phone number or email address should be updated too.