v3.26.1
Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - PSUs
3 Months Ended
Mar. 31, 2026
Mar. 31, 2025
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%