Fair Value Measurements - Summary of Assumptions Used in Black-Scholes Option-pricing Model to Estimate Fair Value of Warrant Liability and SAFE Liability (Details) - $ / shares |
9 Months Ended | 12 Months Ended |
|---|---|---|
Sep. 30, 2026 |
Dec. 31, 2025 |
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| Warrant Liability | ||
| Fair Value Disclosures [Line Items] | ||
| Expected term (in years) | 3 years | 3 years 9 months |
| Expected volatility | 125.00% | 95.00% |
| Risk-free interest rate | 4.95% | 3.58% |
| Expected dividend yield | 0.00% | 0.00% |
| Share price | $ 10.09 | $ 6.67 |
| SAFE Liability | ||
| Fair Value Disclosures [Line Items] | ||
| Expected volatility, minimum | 121.00% | |
| Expected volatility, maximum | 137.00% | |
| Risk-free interest rate, minimum | 3.45% | |
| Risk-free interest rate, maximum | 3.60% | |
| Expected dividend yield | 0.00% | |
| SAFE Liability | Minimum | ||
| Fair Value Disclosures [Line Items] | ||
| Expected term (in years) | 4 months 9 days | |
| Share price | $ 6.67 | |
| SAFE Liability | Maximum | ||
| Fair Value Disclosures [Line Items] | ||
| Expected term (in years) | 1 year | |
| Share price | $ 11.73 |
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- Definition Fair value disclosures. No definition available.
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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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 Price of a single share of a number of saleable stocks of a company. No definition available.
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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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