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Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - Performance Shares | 3 Months Ended
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Mar. 31, 2025 | Mar. 31, 2024
Black-Scholes option-pricing model assumptions |  |
Expected volatility of common stock, minimum (percent) | 49.00% | 47.00%
Expected volatility of common stock, maximum (percent) | 57.00% | 59.00%
Expected volatility of peer companies, minimum (percent) | 30.00% | 29.00%
Expected volatility of peer companies, maximum (percent) | 126.00% | 97.00%
Correlation coefficient of peer companies, minimum | 0.05 | (0.01)
Correlation coefficient of peer companies, maximum | 1.00 | 1.00
Risk-free interest rate, minimum (percent) | 4.10% | 4.10%
Risk-free interest rate, maximum (percent) | 4.20% | 4.70%
Minimum |  |
Black-Scholes option-pricing model assumptions |  |
Dividend yield (percent) | 0.00% | 0.60%
Maximum |  |
Black-Scholes option-pricing model assumptions |  |
Dividend yield (percent) | 1.00% | 4.70%

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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. + References Reference 1: http://www.xbrl.org/2003/role/disclosureRef -Topic 718 -SubTopic 10 -Name Accounting Standards Codification -Section 50 -Paragraph 2 -Subparagraph (f)(2)(iii) -Publisher FASB -URI https://asc.fasb.org/1943274/2147480429/718-10-50-2 + Details
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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. + References No definition available. + Details
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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. + References No definition available. + Details
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- Definition The maximum risk-free interest rate assumption that is used in valuing an option on its own shares. + References No definition available. + Details
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- Definition The minimum risk-free interest rate assumption that is used in valuing an option on its own shares. + References No definition available. + Details
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