v3.26.1
Stock-Based Compensation - Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-pricing Model (Details)
3 Months Ended 9 Months Ended
Jun. 30, 2026
Jun. 30, 2025
Jun. 30, 2026
Jun. 30, 2025
Schedule of Weighted-Average Assumptions Used in the Black-Scholes Option-pricing Model [Abstract]        
Expected stock price volatility 107.10% 109.90% 107.10% 110.00%
Expected life of options (years) 5 years 7 months 6 days 6 years 5 years 10 months 24 days 6 years
Expected dividend yield
Risk free interest rate 4.10% 4.00% 3.70% 4.00%