v3.26.1
WARRANTS (Tables)
6 Months Ended
Jun. 30, 2026
Equity [Abstract]  
Schedule of Warrant Liabilities
The following table presents a roll-forward of the Company’s warrants for the three and six months ended June 30, 2026 and 2025 (amounts in thousands):
Three Months Ended June 30, 2026
OIC WarrantsNovus WarrantsDorado Goose WarrantsTotal
Warrants outstanding at beginning of period5,5725,1674,00014,739
Warrants exercised— — (1,000)(1,000)
Warrants outstanding at end of period5,572 5,167 3,000 13,739 
Six Months Ended June 30, 2026
OIC WarrantsNovus WarrantsDorado Goose WarrantsTotal
Warrants outstanding at beginning of period5,5725,1674,50015,239
Warrants exercised— — (1,500)(1,500)
Warrants outstanding at end of period5,572 5,167 3,000 13,739 

Three and Six Months Ended June 30, 2025
OIC WarrantsNovus WarrantsDorado Goose WarrantsTotal
Warrants outstanding at beginning and end of period5,1675,167
The following table presents a roll-forward of the Company’s warrant liabilities for the three and six months ended June 30, 2026 and 2025 (amounts in thousands):
Three Months Ended June 30,Six Months Ended June 30,
2026202520262025
Warrant liabilities at beginning of period$15,350$2$15,050$2
Change in fair value (1)
(1,850)— (1,550)— 
Warrant liabilities at end of period$13,500 $$13,500 $
__________________
(1) Recognized within the line item, change in fair value of financial instruments carried at fair value, in the condensed consolidated statements of operations and comprehensive loss.
Schedule of Estimate of Fair Value of Warrants
The following table provides the assumptions used to estimate the fair value of the Company’s liability classified warrants as of June 30, 2026 and December 31, 2025:
OIC WarrantsNovus Warrants
June 30, 2026December 31, 2025June 30, 2026December 31, 2025
Exercise price$4.24$4.24$11.50$11.50
Expected term (in years)4.284.780.621.12
Expected volatility75.0 %80.0 %86.8 %70.0 %
Risk-free interest rate4.2 %3.7 %3.9 %3.7 %
Expected dividend yield— %— %— %— %
The grant-date fair value of stock options granted during the six months ended June 30, 2026 was estimated using the Black-Scholes option-pricing model based on the following assumptions:
Expected term (in years)4.5
Expected volatility75.0 %
Risk-free interest rate4.2 %
Expected dividend yield— 
The fair value of these market-based RSUs was measured on their grant date, using a Monte Carlo simulation model based on the following assumptions:
Expected term (in years)4.0
Expected volatility
75% - 80%
Risk-free interest rate
3.7% - 3.9%
Expected dividend yield—