Stock-Based Compensation - Summary of Weighted Average Valuation Assumptions Used for Options (Details)	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Valuation assumptions
Expected volatility	59.00%	60.00%	57.00%
Expected term (years)	4 years 7 months 28 days	4 years 5 months 26 days	6 years 18 days
Risk-free interest rate	0.71%	1.46%	2.33%

No definition available.

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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.

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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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-Name Accounting Standards Codification
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-Name Accounting Standards Codification
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