v3.26.1
Stock-Based Compensation (Tables)
3 Months Ended
Mar. 31, 2026
Share-Based Payment Arrangement [Abstract]  
Schedule of Weighted Average Assumptions
The weighted average assumptions used in the Black-Scholes model for option grants to employees and directors are presented below:
 Three Months Ended March 31,
 20262025
Risk-free interest rate3.72%4.07%
Expected volatility95%107%
Expected life in years5.85.6
Dividend yield
Schedule of Significant Assumption Used in Monte Carlo Simulation Method
The significant assumptions used in the Monte Carlo simulation method were as follows:
Risk-free interest rate4.60%
Expected volatility90%
Expected life in years3.61
Dividend yield