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Equity Based Compensation - Fair Value of Stock Options Granted Estimated on the Date of Grant Using the Black-Scholes Option (Details) - 2022
 9 Months Ended
Sep. 30, 2022
$ / shares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]  
Stock price $ 3.37
Exercise Price $ 3.91
Expected term (years) 6 years 3 months [1]
Expected volatility 62.50% [2]
Risk-Free interest rate 2.70% [3]
Dividend yield 0.00% [4]
[1]

(1) Expected term represents the estimated period of time until an award is exercised and was determined using the simplified method.
[2]

(2) Expected volatility is based on the historical volatility of a selected peer group over a period equivalent to the expected term.
[3]

(3) The risk-free interest rate is an interpolation of yields on U.S. Treasury securities with maturities equivalent to the expected term.
[4]

(4) We have assumed a dividend yield of zero as we have no plans to declare dividends in the foreseeable future.

The following is a