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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used black-scholes option-pricing model
3 Months Ended 6 Months Ended
Mar. 31, 2021
Mar. 31, 2020
Mar. 31, 2021
Mar. 31, 2020
Schedule of weighted-average assumptions used black-scholes option-pricing model [Abstract]        
Expected stock price volatility 56.00% 54.30% 55.90% 52.80%
Expected life of options (years) 6 years 36 days 5 years 146 days 6 years 5 years 255 days
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 0.60% 1.40% 0.60% 1.70%