CONVERTIBLE NOTES AND WARRANT LIABILITIES - Schedule of Fair Value Measurements Within Level 3 (Details) |
Jun. 30, 2026 |
Jun. 02, 2026 |
Apr. 13, 2026 |
Mar. 13, 2026 |
Mar. 12, 2026 |
Mar. 04, 2026 |
Mar. 02, 2026 |
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| Black-Scholes Option Pricing Model [Member] | ||||||||||
| CONVERTIBLE NOTES AND WARRANT LIABILITIES - Schedule of Fair Value Measurements Within Level 3 (Details) [Line Items] | ||||||||||
| Expected volatility | 86.10% | 0.00% | 83.20% | 82.10% | 81.60% | 81.40% | 81.10% | |||
| Expected term (years) | 4 years 8 months 1 day | 0 years | 4 years 10 months 20 days | 4 years 11 months 19 days | 4 years 11 months 19 days | 4 years 11 months 26 days | 5 years | |||
| Risk-free interest rate | 4.20% | 0.00% | 3.90% | 3.90% | 3.90% | 3.70% | 3.60% | |||
| Discounted Cash Flow Methodology [Member] | ||||||||||
| CONVERTIBLE NOTES AND WARRANT LIABILITIES - Schedule of Fair Value Measurements Within Level 3 (Details) [Line Items] | ||||||||||
| Discounted rate | 16.60% | 15.10% | 0.00% | 0.00% | 0.00% | 0.00% | 14.70% | |||
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