v3.26.1
Stock-Based Compensation (Tables)
6 Months Ended
Jun. 30, 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 June 30,Six Months Ended June 30,
2026202520262025
Risk-free interest rate4.25%4.10%3.92%4.08%
Expected volatility93%107%94%107%
Expected life in years5.95.75.85.7
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