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Derivatives
 9 Months Ended
Mar. 31, 2025
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Derivatives DERIVATIVES
Foreign exchange contracts
From time to time, the Company enters into foreign currency exchange contracts, consisting of offsetting foreign exchange option contracts (“collars”), to mitigate foreign exchange fluctuations on the Philippine Peso (“PHP”) within a certain range and on a certain percentage of its PHP operating costs. The collars are designated as cash flow hedges upon inception, in accordance with ASC 815, in order to match the financial results of the hedges with the forecasted transactions. These contracts cover periods commensurate with the expected exposure, generally one to sixteen months. The Company has not experienced any counterparty defaults.
The following tables show the notional amount and fair value of our foreign exchange cash flow hedging instruments as of March 31, 2025 and June 30, 2024:
Settlement dateHedged
currency		Foreign
currency rate		Notional
amount
($000s)		Fair Value
($000s)
Foreign currency option contracts - assets
April 7, 2025 through June 22, 2026PHP
57.00 - 60.05
$64,173 
Fair value as of June 30, 2024$— 
Fair value as of March 31, 2025  $296 
Settlement dateHedged
currency		Foreign
currency rate		Notional
amount
($000s)		Fair Value
($000s)
Foreign currency option contracts - liabilities
April 7, 2025 through June 22, 2026PHP
57.00 - 60.05
$64,173 
Fair value as of June 30, 2024$335 
Fair value as of March 31, 2025 $— 
The fair value of the collars is included in other current assets, other non-current assets, and accounts payable and accrued liabilities in the consolidated balance sheets.
Changes in the fair value of derivatives that are designated and qualify as cash flow hedges are recognized in accumulated other comprehensive income (loss) ("AOCI"). Amounts previously recognized in AOCI are reclassified to cost of services in the periods in which the hedged expenses occur.
Refer to Note 11. "Stockholders' Equity" for further details on the change in fair value of our cash flow hedges and the net gain or loss reclassified to earnings from effective hedges during the three and nine months ended March 31, 2025 and 2024.