v3.25.2

STOCK-BASED COMPENSATION - Schedule of Black Scholes Option Pricing Model Assumptions (Details) - $ / shares	12 Months Ended
	Aug. 02, 2025	Aug. 03, 2024
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Volatility, minimum	77.30%	80.30%
Volatility, maximum	79.90%	87.30%
Risk free interest rate, minimum	4.10%	3.60%
Risk free interest rate, maximum	4.80%	4.40%
Dividend yield	0.00%	0.00%
Expected volatility	83.20%
Risk free interest rate	3.80%
Cost of equity	20.60%
Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (in years)	3 years 8 months 12 days	3 years 2 months 12 days
Fair value per tranche	$ 3.01
Derived service period (in years)	7 months 2 days
Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Expected term (in years)	5 years 6 months	5 years 6 months
Fair value per tranche	$ 3.64
Derived service period (in years)	1 year 6 months 25 days

Share-Based Compensation Arrangement By Share Based Payment Award, Fair Value Assumptions, Cost Of Equity

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Share-Based Compensation Arrangement By Share Based Payment Award, Fair Value Assumptions, Derived Service Period

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Share-Based Compensation Arrangement By Share Based Payment Award, Fair Value Assumptions, Fair Value Per Tranche

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- Definition

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 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 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 risk-free interest rate assumption that is used in valuing an option on its own shares.

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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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- Definition

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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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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