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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used black-scholes option-pricing model
3 Months Ended 9 Months Ended
Jun. 30, 2021
Jun. 30, 2020
Jun. 30, 2021
Jun. 30, 2020
Schedule of weighted-average assumptions used black-scholes option-pricing model [Abstract]        
Expected stock price volatility 56.00% 54.30% 55.90% 53.00%
Expected life of options (years) 5 years 10 months 24 days 5 years 3 months 18 days 6 years 5 years 7 months 6 days
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 1.00% 0.40% 0.60% 1.50%