v3.25.2
Stock-Based Compensation - Schedule of Weighted-Average Assumptions in Black-Scholes Option-pricing Model (Details)
3 Months Ended 9 Months Ended
Jun. 30, 2025
Jun. 30, 2024
Jun. 30, 2025
Jun. 30, 2024
Schedule of Weighted-Average Assumptions [Abstract]        
Expected stock price volatility 109.90% 110.00% 111.90%
Expected life of options (years) 6 years 6 years 6 years 1 month 6 days
Expected dividend yield 0.00%
Risk free interest rate 4.00% 4.00% 4.60%