Stock-Based Compensation - Summary of Assumptions Used in Black-Scholes Option-Pricing model to Determine the Fair Value of Stock Options Granted (Details) - $ / shares |
12 Months Ended | |
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Dec. 31, 2025 |
Dec. 31, 2024 |
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| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||
| Expected volatility, Minimum | 82.30% | 83.80% |
| Expected volatility, Maximum | 90.25% | 99.30% |
| Risk-free interest rate, Minimum | 3.77% | 3.55% |
| Risk-free interest rate, Maximum | 4.43% | 4.48% |
| Expected dividend yield | 0.00% | 0.00% |
| Minimum | ||
| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||
| Expected term (in years) | 6 years | 5 years 10 months 6 days |
| Fair value of common stock | $ 7.15 | $ 6.34 |
| Maximum | ||
| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||
| Expected term (in years) | 6 years 29 days | |
| Fair value of common stock | $ 28.55 | $ 26.9 |
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- Definition Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award. Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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