v3.25.2
Stock-Based Compensation (Tables)
6 Months Ended
Jun. 30, 2025
Share-Based Payment Arrangement [Abstract]  
Schedule of Weighted Average Assumptions
The weighted average assumptions used in the Black-Scholes model for option grants to employees and directors are presented below:
 Three Months Ended June 30,Six Months Ended June 30,
 2025202420252024
Risk-free interest rate4.10%4.42%4.08%4.23%
Expected volatility107%106%107%105%
Expected life in years5.75.55.75.5
Dividend yield
Schedule of Significant Assumption Used in Monte Carlo Simulation Method
The significant assumptions used in the Monte Carlo simulation method were as follows:
Risk-free interest rate4.60%
Expected volatility90%
Expected life in years3.61
Dividend yield