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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model
3 Months Ended 6 Months Ended
Mar. 31, 2022
Mar. 31, 2021
Mar. 31, 2022
Mar. 31, 2021
Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model [Abstract]        
Expected stock price volatility 53.50% 56.00% 53.50% 55.90%
Expected life of options (years) 6 years 1 month 6 days 6 years 1 month 6 days 6 years 1 month 6 days 6 years
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 1.60% 0.60% 1.60% 0.60%