EQUITY-BASED COMPENSATION - Summary of Fair Value of Options Using Black-Scholes Option Pricing Model (Details) |
3 Months Ended | |||||||
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Jun. 30, 2026 | ||||||||
| Other Grants | ||||||||
| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||||||||
| Expected term (years) | 6 years | |||||||
| Equity volatility | 93.80% | [1] | ||||||
| Risk-free rate | 4.30% | [2] | ||||||
| Minimum | IPO Options | ||||||||
| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||||||||
| Expected term (years) | 5 years | [3] | ||||||
| Equity volatility, Minimum | 87.00% | [1],[3] | ||||||
| Risk-free rate, Minimum | 3.90% | [2],[3] | ||||||
| Maximum | IPO Options | ||||||||
| Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items] | ||||||||
| Expected term (years) | 6 years 1 month 6 days | [3] | ||||||
| Equity volatility, Maximum | 90.00% | [1],[3] | ||||||
| Risk-free rate, Maximum | 4.00% | [2],[3] | ||||||
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition 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. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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