Stockholders' Equity (Deficit) - Schedule of Assumptions used in Black Scholes Pricing Model (Detail)	12 Months Ended
Dec. 31, 2025	Dec. 31, 2024
Stock Options [Member]
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Expected volatility, Minimum		70.00%
Expected volatility, Maximum		71.00%
Range of risk-free interest rate, Minimum		3.90%
Range of risk-free interest rate, Maximum		4.60%
Dividend yield		0.00%
Warrants [Member]
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Expected volatility		70.00%
Expected volatility, Minimum	70.00%
Expected volatility, Maximum	75.00%
Expected term of warrant/option	5 years	5 years
Range of risk-free interest rate		4.80%
Range of risk-free interest rate, Minimum	4.00%
Range of risk-free interest rate, Maximum	4.40%
Dividend yield	0.00%	0.00%
Maximum [Member] \| Stock Options [Member]
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Expected term of warrant/option		7 years
Minimum [Member] \| Stock Options [Member]
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Expected term of warrant/option		6 years

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.

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The estimated measure of the 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.

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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.

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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.

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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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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.

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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.

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