NATO fighter jets operating under the Baltic Air Policing mission shot down a suspected Russian drone in Lithuanian airspace on September 15, 2026, marking the latest in a series of interceptions amid Russia's intensified campaign against Ukraine. Electronic warfare from Russian systems has repeatedly diverted drones across borders into NATO territory, prompting faster scramble and engagement protocols by allied aircraft in the Baltic states and Romania. These incidents, combined with direct incursions linked to Belarus, have reinforced alliance commitments to defend eastern flank airspace while avoiding escalation. Traders assess probabilities based on the pace of Russian strikes near NATO borders, ongoing air policing rotations, and any diplomatic signals that could reduce or heighten such violations in the coming weeks.