v3.26.1
STOCK BASED COMPENSATION (Tables)
3 Months Ended
May 31, 2026
Equity [Abstract]  
Schedule of weighted-average black-scholes assumptions

The weighted-average fair value of options is estimated on the date of grant using the Black-Scholes options-pricing model. The weighted-average Black-Scholes assumptions are as follows:

  Three Months Ended
May 31, 2026
Expected Life 8 years
Risk free interest rate 3.92%
Expected volatility 54.85%
Expected dividend yield 0%