v3.26.1
Fair Value Measurements (Tables)
12 Months Ended
Dec. 31, 2025
Fair Value Disclosures [Abstract]  
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis

The following tables set forth by level within the fair value hierarchy, the financial assets and liabilities that were accounted for at fair value on a recurring basis:

  ​ ​ ​

December 31, 2025

Fair Value Measurements Using:

Significant Other

Observable

Significant

Inputs

Unobservable

(in thousands)

  ​ ​ ​

(Level 2)

  ​ ​ ​

Inputs (Level 3)

Total

Financial assets

  ​

  ​

  ​

Derivative instruments

  ​

  ​

  ​

Natural gas derivatives

$

57,135

$

$

57,135

NGL derivatives

 

13,807

 

 

13,807

Natural gas basis swaps

 

17,272

 

 

17,272

Power derivatives

 

1,347

 

771

 

2,118

Financial liabilities

 

  ​

 

  ​

 

  ​

Derivative instruments

 

  ​

 

  ​

 

  ​

Natural gas derivatives

 

6,572

 

 

6,572

NGL derivatives

 

407

 

 

407

Natural gas basis swaps

 

1,328

 

 

1,328

Power derivatives

 

3,514

 

2,415

 

5,929

  ​ ​ ​

December 31, 2024

Fair Value Measurements Using:

Significant Other

Observable

Significant

Inputs

Unobservable

(in thousands)

  ​ ​ ​

(Level 2)

  ​ ​ ​

Inputs (Level 3)

Total

Financial assets

  ​

  ​

  ​

Derivative instruments

  ​

  ​

  ​

Natural gas derivatives

$

6,094

$

$

6,094

Power derivatives

 

2,790

 

 

2,790

Financial liabilities

 

  ​

 

  ​

 

  ​

Derivative instruments

 

  ​

 

  ​

 

  ​

Natural gas derivatives

 

54,083

 

 

54,083

NGL derivatives

 

8,973

 

 

8,973

Natural gas basis swaps

 

5,380

 

 

5,380

Power derivatives

 

15,648

 

3,595

 

19,243

Summary of Liabilities and Equity Measured on Recurring Basis, Unobservable Input Reconciliation

The tables below set forth the changes in the Company’s Level 3 fair value measurements (in thousands):

Year Ended 

Derivatives

  ​ ​ ​

December 31, 2025

Balance, beginning of period

$

(3,595)

Derivative settlements

 

(62,258)

Derivative realized gains (losses)

 

62,258

Derivative unrealized gains (losses)

 

1,951

Balance, end of period

$

(1,644)

Year Ended December 31, 2024

Contingent

Minority

Equity-Based

Consideration

Ownership

Compensation

Derivatives

Total

Balance, beginning of period

  ​ ​ ​

$

29,676

  ​ ​ ​

$

59,988

  ​ ​ ​

$

126,966

  ​ ​ ​

$

(42,091)

  ​ ​ ​

$

174,539

Contingent consideration - settled

 

(20,000)

 

 

 

 

(20,000)

Mezzanine equity conversion

 

 

(42,995)

 

(74,993)

 

 

(117,988)

Grant date fair value of equity-based compensation, pre-IPO

 

 

(4)

 

(42,663)

 

 

(42,667)

Derivative settlements

 

 

 

 

(88,637)

 

(88,637)

Derivative realized gains (losses)

 

 

 

 

88,637

 

88,637

Change in fair market value (all instruments)

 

(9,676)

 

(16,989)

 

(9,310)

 

38,496

 

2,521

Balance, end of period

$

$

$

$

(3,595)

$

(3,595)

Year Ended December 31, 2023

Contingent

Minority

Equity-Based

  ​ ​ ​

Consideration

  ​ ​ ​

Ownership

  ​ ​ ​

Compensation

  ​ ​ ​

Derivatives

  ​ ​ ​

Total

Balance, beginning of period

$

88,051

$

62,712

$

89,171

$

(1,994)

$

237,940

Contingent consideration - settled

 

(20,000)

 

 

 

 

(20,000)

Grant date fair value of equity-based compensation, pre-IPO

 

 

(2)

 

22,193

 

 

22,191

Derivative settlements

 

 

 

 

(55,258)

 

(55,258)

Derivative realized gains (losses)

 

 

 

 

55,258

 

55,258

Change in fair market value (all instruments)

 

(38,375)

 

(2,722)

 

15,602

 

(40,097)

 

(65,592)

Balance, end of period

$

29,676

$

59,988

$

126,966

$

(42,091)

$

174,539

Fair Value Measurement Inputs and Valuation Techniques

The following table is the quantitative information regarding significant unobservable inputs used in the measurement of Level 3 positions:

December 31, 2025

Significant

Unobservable

Weighted

Valuation Technique

Input

Range

Average

Description

Kirk Spread Option Model

  ​ ​ ​

Power and natural gas price correlation

  ​ ​ ​

92.7

%  

  ​

  ​ ​ ​

92.7

%  

Estimated correlation between underlying commodities

Kirk Spread Option Model

 

Power volatility (non-liquid hours)

 

42.9

%  

52.4

%  

47.7

%  

Extrapolated from observable 5x16 implied volatilities and shaped for delivery periods (2x16 and 7x8)

December 31, 2024

Significant

Unobservable

Weighted

Valuation Technique

Input

Range

Average

Description

Kirk Spread Option Model

  ​ ​ ​

Power and natural gas price correlation

  ​ ​ ​

70.4

%  

  ​

  ​ ​ ​

70.4

%  

Estimated correlation between underlying commodities

Kirk Spread Option Model

 

Power volatility (non-liquid hours)

 

56.8

%  

69.4

%  

63.1

%  

Extrapolated from observable 5x16 implied volatilities and shaped for delivery periods (2x16 and 7x8)