Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - PSUs |
3 Months Ended | |
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Mar. 31, 2026 |
Mar. 31, 2025 |
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| Black-Scholes option-pricing model assumptions | ||
| Expected volatility of common stock, minimum | 48.00% | 49.00% |
| Expected volatility of common stock, maximum | 51.00% | 57.00% |
| Expected volatility of peer companies, minimum | 31.00% | 30.00% |
| Expected volatility of peer companies, maximum | 110.00% | 126.00% |
| Correlation coefficient of peer companies, minimum | (0.08) | 0.05 |
| Correlation coefficient of peer companies, maximum | 1.00 | 1.00 |
| Risk-free interest rate, minimum | 3.30% | 4.10% |
| Risk-free interest rate, maximum | 3.40% | 4.20% |
| Minimum | ||
| Black-Scholes option-pricing model assumptions | ||
| Dividend yield | 0.00% | 0.00% |
| Maximum | ||
| Black-Scholes option-pricing model assumptions | ||
| Dividend yield | 1.00% | 1.00% |
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Correlation Coefficient Of Peer Companies, Maximum No definition available.
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Correlation Coefficient Of Peer Companies, Minimum No definition available.
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Expected Volatility Rate Peer Companies, Maximum No definition available.
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- Definition Share-Based Compensation Arrangement by Share-Based Payment Award, Fair Value Assumptions, Expected Volatility Rate Peer Companies, Minimum No definition available.
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- References No definition available.
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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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