Stock-Based Compensation - Schedule of Share-based Payment Award, Stock Options, Valuation Assumption (Details) - $ / shares |
9 Months Ended | 12 Months Ended | |
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Sep. 30, 2021 |
Dec. 31, 2020 |
Dec. 31, 2019 |
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Share-based Payment Arrangement, Option, Exercise Price Range [Line Items] | |||
Fair value per common share | $ 0.0121 | ||
Weighted-average grant date fair value | $ 0.99 | ||
Weighted-average risk-free interest rate | 0.83% | 0.81% | 2.10% |
Volatility | 65.00% | 65.00% | 65.00% |
Expected term (in years) | 2 days 12 hours | 2 years 6 months | 4 years |
Dividend rate | 0.00% | 0.00% | 0.00% |
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- Definition The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Price of a single share of a number of saleable stocks of a company. No definition available.
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- Definition Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days. Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
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- Definition Weighted average grant-date fair value of options vested. No definition available.
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