v3.26.1
Stock-Based Compensation - Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-pricing Model (Details)
3 Months Ended 6 Months Ended
Mar. 31, 2026
Mar. 31, 2025
Mar. 31, 2026
Mar. 31, 2025
Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-pricing Model [Abstract]        
Expected stock price volatility 107.10% 110.20% 107.10% 110.20%
Expected life of options (years) 6 years 5 years 3 months 6 years 5 years 3 months
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 3.60% 4.30% 3.60% 4.30%