Quarterly report pursuant to Section 13 or 15(d)

Schedule of Stock Options Valuation Assumptions (Details)

v3.21.2
Schedule of Stock Options Valuation Assumptions (Details) - Outside Director Stock Options Granted [Member]
 9 Months Ended
Sep. 30, 2021
$ / shares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]  
Weighted-average fair value per option $ 3.90
Risk-free interest rate, Minimum 1.23% [1]
Risk-free interest rate, Maximum 1.61% [1]
Expected volatility of stock, Minimum 55.84% [2]
Expected volatility of stock, Maximum 55.91% [2]
Dividend yield 0.00%
Expected option life 10 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.