Stock-Based Compensation - Assumptions for Black-Scholes Option-Pricing Model (Details) - Stock Options [Member]	9 Months Ended
Sep. 30, 2019	Sep. 30, 2018
Assumptions for Black-Scholes Option Pricing Model [Abstract]
Dividend yield	0.00%	0.00%
Expected volatility	66.40%	55.90%
Risk-free interest rate	2.18%	2.54%
Expected life of options (in years)	4 years	4 years

No definition available.

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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.

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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.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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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.

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