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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, 2023
Jun. 30, 2022
Jun. 30, 2023
Jun. 30, 2022
Schedule of Weighted Average Assumptions Used in The Black Scholes Option Pricing Model [Abstract]        
Expected stock price volatility 58.10% 53.50% 57.40% 53.50%
Expected life of options (years) 6 years 1 month 6 days 5 years 3 months 18 days 5 years 9 months 18 days 5 years 7 months 6 days
Expected dividend yield 0.00% 0.00% 0.00% 0.00%
Risk free interest rate 3.60% 2.80% 3.70% 2.30%