NATO fighter jets under the Baltic Air Policing mission shot down a suspected Russian Geran-2 drone over Lithuania on September 15, 2026—the first such intercept in Lithuanian airspace—after it entered from Belarus carrying explosives. This followed earlier NATO downings in Latvia during June and August 2026, plus multiple Romanian intercepts, amid a pattern of Russian electronic warfare diverting drones or direct incursions testing alliance defenses. Heightened NATO readiness, including Italian Eurofighters at Šiauliai, reflects ongoing spillover risks from the Russia-Ukraine war, with recent related incidents such as Russian flares fired at a Danish helicopter. Traders assess probabilities based on continued Baltic tensions, reinforcement of eastern flank air defenses, and the frequency of such airspace violations since mid-2025.