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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, 2023
Mar. 31, 2022
Mar. 31, 2023
Mar. 31, 2022
Schedule Of Weighted Average Assumptions Used In The Black Scholes Option Pricing Model Abstract        
Expected stock price volatility 58.10% 53.50% 55.50% 53.50%
Expected life of options (years) 5 years 3 months 18 days 6 years 1 month 6 days 5 years 2 months 12 days 6 years 1 month 6 days
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 3.70% 1.60% 3.90% 1.60%