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Stock-Based Incentive Compensation Plans - Valuation Assumptions for Stock Options (Details) - Performance Shares
6 Months Ended
Jun. 30, 2024
Jun. 30, 2023
Black-Scholes option-pricing model assumptions    
Expected volatility of common stock, minimum (percent) 47.00% 58.00%
Expected volatility of common stock, maximum (percent) 59.00% 73.00%
Expected volatility of peer companies, minimum (percent) 29.00% 33.00%
Expected volatility of peer companies, maximum (percent) 97.00% 141.00%
Correlation coefficient of peer companies, minimum (1.00%) (15.00%)
Correlation coefficient of peer companies, maximum 100.00% 100.00%
Risk-free interest rate, minimum (percent) 4.10% 3.90%
Risk-free interest rate, maximum (percent) 4.70% 5.00%
Minimum    
Black-Scholes option-pricing model assumptions    
Dividend yield (percent) 0.60% 0.00%
Maximum    
Black-Scholes option-pricing model assumptions    
Dividend yield (percent) 4.70% 1.30%