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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model
3 Months Ended 9 Months Ended
Jun. 30, 2022
Jun. 30, 2021
Jun. 30, 2022
Jun. 30, 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) 5 years 3 months 18 days 5 years 10 months 24 days 5 years 7 months 6 days 6 years
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 2.80% 1.00% 2.30% 0.60%