Stockholders' Equity - Summary of Black-Scholes Option Valuation Assumptions (Details) - Stock Options	12 Months Ended
Dec. 31, 2021	Dec. 31, 2020	Dec. 31, 2019
Black-Scholes option valuation assumptions
Risk-free interest rate, minimum	0.63%	0.30%	1.40%
Risk-free interest rate, maximum	1.47%	1.70%	2.70%
Volatility, minimum	89.00%	67.00%	87.00%
Volatility, maximum	93.00%	99.00%	91.00%
Minimum
Black-Scholes option valuation assumptions
Weighted average expected term	5 years	3 years 6 months 3 days	5 years
Maximum
Black-Scholes option valuation assumptions
Weighted average expected term	6 years 2 months 1 day	6 years 1 month 20 days	6 years 1 month 17 days

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The estimated measure of the maximum 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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The estimated measure of the minimum 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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The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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

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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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