STOCK-BASED COMPENSATION - Black-Scholes Option Pricing Model Assumptions (Details) - Employee Stock Option - $ / shares	12 Months Ended
Dec. 31, 2025	Dec. 31, 2024	Dec. 31, 2023
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Expected volatility, minimum	69.70%	64.00%	75.00%
Expected volatility, maximum	75.90%	75.00%	92.00%
Expected dividend yield	0.00%	0.00%	0.00%
Risk-free interest rate, minimum	3.60%	4.10%	3.90%
Risk-free interest rate, maximum	4.20%	4.80%	4.90%
Minimum
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Common stock price (in usd per share)	$ 27.29	$ 13.07	$ 12.03
Exercise price (in usd per share)	$ 21.76	$ 9.48	$ 9.48
Expected term (years)	6 years 1 month 6 days	1 year 8 months 12 days	1 year 10 months 24 days
Maximum
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]
Common stock price (in usd per share)	$ 39.89	$ 32.05	$ 14.22
Exercise price (in usd per share)	$ 34.99	$ 26.88	$ 23.12
Expected term (years)	6 years 1 month 6 days	2 years 2 months 12 days	2 years 3 months 18 days

Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award.

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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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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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- Definition

Price of a single share of a number of saleable stocks of a company.

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No definition available.

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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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