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Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - Performance Shares
3 Months Ended
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%