Note 5 – Fair Value Measurements

The carrying amounts of certain financial instruments, such as cash equivalents, accounts receivable, accounts payable, and accrued liabilities, approximate fair value due to their relatively short maturities. The difference between the amortized cost and fair value of available-for-sale securities as of December 31, 2025 was not material.

Assets and Liabilities Measured and Recorded at Fair Value on a Recurring Basis

The following table summarizes the asset type, balance sheet classification, maturity, and value of the Company’s marketable securities and investments in the Consolidated Balance Sheets.

Assets

Balance Sheet Classification

Maturity

December 31, 2025

December 31, 2024

Commercial Paper

Marketable securities

Due in 1 year or less

$

62,166

$

47,046

Corporate Bonds

Marketable securities

Due in 1 year or less

122,941

28,614

Government Bonds

Marketable securities

Due in 1 year or less

39,053

U.S. Treasuries

Marketable securities

Due in 1 year or less

5,017

17,124

Total Marketable securities

$

229,177

$

92,784

Corporate Bonds

Investments

Due in 1 year to 5 years

$

63,187

$

173,369

Government Bonds

Investments

Due in 1 year to 5 years

22,479

35,904

Equity Method Investment

Investments

1,331

1,127

Total Investments

$

86,997

$

210,400

As of December 31, 2025 and December 31, 2024, the Company’s financial assets and liabilities measured and recorded at fair value on a recurring basis were classified within the fair value hierarchy as follows:

December 31, 2025

  ​ ​ ​

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

  ​ ​ ​

Total

Assets

Balance Sheet Classification

Commercial paper

Marketable securities

$

62,167

$

$

$

62,167

Corporate bonds

Marketable securities

$

122,941

$

$

$

122,941

Government bonds

Marketable securities

$

39,053

$

$

$

39,053

U.S. treasuries

Marketable securities

$

5,017

$

$

$

5,017

Corporate bonds

Investments

$

63,187

$

$

$

63,187

Government bonds

Investments

$

22,479

$

$

$

22,479

Bifurcated embedded derivative

Loan receivable from equity method investee

$

$

$

584

$

584

Liabilities

Public Warrants

Warrant liabilities

$

9,911

$

$

$

9,911

Private Placement Warrants

Warrant liabilities

$

$

3,970

$

$

3,970

December 31, 2024

  ​ ​ ​

Level 1

  ​ ​ ​

Level 2

  ​ ​ ​

Level 3

  ​ ​ ​

Total

Assets

Balance Sheet Classification

Commercial paper

Marketable securities

$

47,046

$

$

$

47,046

Corporate bonds

Marketable securities

$

28,614

$

$

$

28,614

Corporate bonds

Investments

$

173,369

$

$

$

173,369

Government bonds

Investments

$

35,904

$

$

$

35,904

U.S. treasuries

Marketable securities

$

17,124

$

$

$

17,124

Bifurcated embedded derivative

Loan receivable from equity method investee

 

584

 

584

Liabilities

Public Warrants

Warrant liabilities

$

5,537

$

$

$

5,537

Private Placement Warrants

Warrant liabilities

$

$

3,198

$

$

3,198

The change in fair value of the Company’s marketable securities and investments are included in Other Comprehensive Income (Loss) in the Company’s Consolidated Statements of Operations and Comprehensive Loss. There were no transfers in and out of Level 3 fair value hierarchy during the years ended December 31, 2025 and 2024.

The following table provides the available-for-sale securities purchased during the years ended December 31, 2025, and 2024.

For the Years Ended December 31, 

  ​ ​ ​

2025

  ​ ​ ​

2024

Available-for-sale securities purchased

$

277,726

$

216,193

Fair Value of Bifurcated Embedded Derivative

The fair value of the bifurcated embedded derivative (the “Derivative”) has been estimated using the with-and-without method as of December 31, 2025 and 2024 using Level 3 unobservable input; and Level 2 directly or indirectly observable inputs, including estimated credit rating, risk-free interest rates, discount rates utilized in expected future cash flows and expected future cash flows. The Company’s expectation of future cash flow is significant to the measurement of fair value. Material increases or decreases in any of those inputs may result in a significantly higher or lower estimated fair value measurement of the Derivative. See Note 11 – Related Party Transactions for more information.

Fair Value of Warrants

The fair value of the private placement warrants issued as part of the Company’s business combination in 2021 (the “Private Placement Warrants”) have been estimated using a Black-Scholes model as of December 31, 2025 and 2024. The estimated fair value of the Private Placement Warrants is determined using Level 2 directly or indirectly observable inputs. Inherent in a Black-Scholes model are assumptions related to expected stock-price volatility, expected life, risk-free interest rate, and dividend yield. Material increases (or decreases) in any of those inputs may result in a significantly higher (or lower) fair value measurement. The Company estimates the volatility of its Private Placement Warrants based on implied volatility from the Company’s publicly-traded warrants (the “Public Warrants” and, together with the Private Placement Warrants, the “Warrants”). The risk-free interest rate is based on the U.S. Treasury zero-coupon yield curve for a maturity similar to the expected remaining life of the Warrants. The dividend yield is based on the historical rate, which the Company anticipates remaining at zero. The fair value of the Public Warrants has been measured based on the quoted price of such warrants on the Nasdaq Stock Market, a Level 1 input.

The following table provides quantitative information regarding Level 2 inputs used in the recurring valuation of the Private Placement Warrants as of their measurement dates.

  ​ ​ ​

December 31, 

2025

  ​ ​ ​

2024

Exercise price

$

11.50

$

11.50

Stock price

$

4.25

$

1.89

Volatility

 

114.5

%  

 

124.8

%

Term (in years)

 

0.94

 

1.94

Risk-free rate

 

3.43

%  

 

4.16

%

The following table provides a rollforward (per Warrant) of the Public Warrants measured at fair value using Level 1 inputs and Private Placement Warrants measured at fair value using Level 2 inputs.

Public Warrants

Private Placement Warrants

  ​ ​ ​

Level 1 Fair Value

  ​ ​ ​

Level 2 Fair Value

December 31, 2024

$

0.42

$

0.52

Change in fair value

$

0.29

$

0.22

December 31, 2025

$

0.71

$

0.74

See Note 6 – Warrant Liabilities for more information.

Historical Timeline

Fiscal YearFiled
2025Feb 25, 2026Showing above
2024Feb 28, 2025
2023Feb 28, 2024
2022Mar 1, 2023
2021Mar 23, 2022

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.