v3.26.1
Derivative Liability (Tables)
12 Months Ended
Dec. 31, 2025
Derivative Liability [Abstract]  
Schedule of Estimated Fair Values of the Liabilities Measured on a Recurring Basis

As of the date of issuance of the convertible notes and December 31, 2025, the estimated fair values of the liabilities measured on a recurring basis were based on the following Black Scholes inputs:

 

    Initial    December 31, 
    Date    2025 
Expected conversion price   $5.95 - $11.70    $3.84 - $7.65 
Expected term   0.22 - 1.00 years    0.25 - 0.35 years 
Expected average volatility   135% - 205%    288% - 297% 
Expected dividend yield   
-
    
-
 
Risk-free interest rate   3.92% - 4.34%    3.63% - 3.67% 
Expected IPO Price   $7.00 - $9.00    $7.00 - $9.00 
Schedule of Changes in Derivative Liabilities

The following table summarizes the changes in the derivative liabilities during the years ended December 31, 2025 and 2024:

 

Fair Value Measurements Using Significant Unobservable Inputs (Level 3)
     
Balance - December 31, 2024   
-
 
Initial recognition of derivative liability - conversion feature   953,571 
Loss on extinguishment of derivative liability   117,217 
      
Gain on change in fair value of the derivative   (535,329)
Balance - December 31, 2025  $535,459