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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model
12 Months Ended
Sep. 30, 2021
Sep. 30, 2020
Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model [Abstract]    
Expected stock price volatility 55.90% 53.10%
Expected life of options (years) 6 years 5 years 7 months 6 days
Expected dividend yield 0.00% 0.00%
Risk free interest rate 0.60% 1.40%