Let $\{X_i \mid i \in \mathbb{N} \}$ be a sequence of independent and identically distributed random variables with probability mass function given by:
$$ P(X_i = x)= \begin{cases} p, & \text{if } x = -1\\ 1-p, & \text{if } x = 1 \\ 0, & \text{otherwise} \end{cases} $$
For $t>0$, define $S_t = \displaystyle \sum_{i=1}^t X_i$ and $S_0 = 0$. I would like to find $\operatorname{Var} (S_t \mid S_s)$, where $0\le s <t$. Is there some property of the conditional variance that I am missing here? Any suggestion will be greatly appreciated.