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