Quarterly report pursuant to Section 13 or 15(d)

Schedule of Stock Options Valuation Assumptions (Details)

v3.22.2.2
Schedule of Stock Options Valuation Assumptions (Details)
 9 Months Ended
Sep. 30, 2022
$ / shares
Outside Director Stock Options Granted [Member]  
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]  
Weighted-average fair value per option $ 3.61
Risk -free interest rate 2.91% [1]
Expected volatility of stock 55.04% [2]
Dividend yield 0.00%
Expected option life 10 years [3]
Employee Stock Options Granted [Member]  
Share-Based Compensation Arrangement by Share-Based Payment Award [Line Items]  
Weighted-average fair value per option $ 2.71
Risk -free interest rate 3.00% [1]
Expected volatility of stock 55.72% [2]
Dividend yield 0.00%
Expected option life 5 years [3]
[1] The risk-free interest rate is based on the U.S. Treasury yield in effect at the grant date over the expected term of the option.
[2] The expected volatility is based on historical volatility from our traded Common Stock over the expected term of the option.
[3] The expected option life is based on historical exercises and post-vesting data.