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Stock-Based Compensation (Details) - Schedule of weighted-average assumptions used in the Black-Scholes option-pricing model
3 Months Ended
Dec. 31, 2022
Dec. 31, 2021
Schedule Of Weighted Average Assumptions Used In The Black Scholes Option Pricing Model Abstract    
Expected stock price volatility 53.50% 56.00%
Expected life of options (years) 5 years 1 month 6 days 6 years
Expected dividend yield 0.00% 0.00%
Risk free interest rate 4.00% 1.10%