The average strike price on the group of price risk option contracts such as put options or call options.

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Amount of gain (loss) from excluded component of derivative hedge, recognized in earnings. Excludes recognition under systematic and rational method.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Nominal volume used to calculate payments on a derivative instrument.

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Nominal or face amount used to calculate payment on derivative.

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Term of derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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Derivative Financial Instruments - Narrative (Details) $ in Millions, ¥ in Billions	3 Months Ended		6 Months Ended
	Jun. 30, 2026 USD ($) $ / bbl	Jun. 30, 2025 USD ($)	Jun. 30, 2026 USD ($) $ / bbl bbl	Jun. 30, 2025 USD ($)	Jun. 30, 2026 JPY (¥) $ / bbl	Jul. 31, 2024 USD ($)
Fair Value Hedging
Derivative [Line Items]
Derivative, forward point components, (loss) gain, recognized in earnings	$ 0.3	$ 0.5	$ (0.9)	$ 0.9
Foreign Exchange Forward
Derivative [Line Items]
Derivative contract term			18 months
Options Held
Derivative [Line Items]
Derivative, nonmonetary notional amount, volume \| bbl			241,018
Derivative, average price risk option strike price \| $ / bbl	79.86		79.86		79.86
USD \| Cross Currency Interest Rate Contract \| Net Investment Hedging
Derivative [Line Items]
Derivative, notional amount	$ 130.0		$ 130.0			$ 130.0
JPY \| Cross Currency Interest Rate Contract \| Net Investment Hedging
Derivative [Line Items]
Derivative, notional amount \| ¥					¥ 17.0