Stockholders' Equity - Stock Option Valuation Assumptions (Details)	12 Months Ended
Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Black-Scholes option valuation assumptions
Volatility, minimum	87.00%	74.00%	73.00%
Volatility, maximum	91.00%	87.00%	77.00%
Stock Options
Black-Scholes option valuation assumptions
Risk-free interest rate, minimum	1.40%	2.00%	1.60%
Risk-free interest rate, maximum	2.70%	3.10%	2.20%
Stock Options \| Minimum
Black-Scholes option valuation assumptions
Expected term	P5Y	P3Y7M28D	P3Y6M
Stock Options \| Maximum
Black-Scholes option valuation assumptions
Expected term	P6Y1M17D	P6Y1M17D	P6Y1M13D

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- Definition

Discloses use of the simplified method to calculate the expected term that stock option awards under the specified plan will exist before being exercised or terminated, the reason and justification for its use, and the periods for which the method was used if it was not used in all periods presented.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2.Q6)
-URI http://asc.fasb.org/extlink&oid=115993241&loc=d3e301413-122809

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(i)
-URI http://asc.fasb.org/extlink&oid=116856206&loc=d3e5070-113901

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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.

+ References

No definition available.

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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.

+ References

No definition available.

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- Definition

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

+ References

No definition available.

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- Definition

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

+ References

No definition available.

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