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Stock-Based Compensation - Schedule of Assumptions to Estimate Fair Value of Stock Options Using Black-Scholes Option Pricing Model (Details) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2025	Jun. 30, 2024	Jun. 30, 2025	Jun. 30, 2024
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected volatility, minimum	89.90%	84.10%	88.30%	82.20%
Expected volatility, maximum	94.00%	85.10%	94.00%	85.10%
Risk free rates, minimum	3.80%	4.30%	3.80%	3.90%
Risk free rates, maximum	4.10%	4.50%	4.40%	4.50%
Dividend rate	0.00%	0.00%	0.00%	0.00%
Minimum [Member]
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Fair value of common stock	$ 0.53	$ 1.21	$ 0.53	$ 1.21
Expected term (years)	5 years 6 months	5 years 6 months	5 years 6 months	5 years 6 months
Maximum [Member]
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Fair value of common stock	$ 0.78	$ 1.45	$ 0.9	$ 3.12
Expected term (years)	6 years 1 month 6 days	6 years 1 month 6 days	6 years 1 month 6 days	6 years 1 month 6 days

X

- Definition

Share based compensation arrangement by share based payment award fair value assumptions fair value of common stock.

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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.

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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.

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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.

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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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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.

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