Stock Incentive Plans - Schedule of Stock Options Valuation Assumptions Using a Black-Scholes Option Pricing Model (Details) - $ / shares	3 Months Ended	6 Months Ended
Jun. 30, 2019	Jun. 30, 2018	Jun. 30, 2019	Jun. 30, 2018
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected volatility		56.36%
Expected volatility, minimum	62.69%		62.69%	52.80%
Expected volatility, maximum	63.10%		64.68%	60.12%
Weighted-average risk-free interest rate		2.84%
Weighted-average risk-free interest rate, minimum	1.95%		1.95%	2.33%
Weighted-average risk-free interest rate, maximum	2.38%		2.60%	2.84%
Expected term (in years)	6 years 3 months	6 years 3 months	6 years 3 months
Underlying common stock fair value		$ 20.98
Minimum [Member]
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected term (in years)				5 years 6 months
Underlying common stock fair value	$ 19.51		$ 19.51	$ 6.63
Maximum
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Expected term (in years)				7 years 7 months 6 days
Underlying common stock fair value	$ 30.34		$ 30.34	$ 20.98

Share based compensation arrangement by share based payment award fair value assumptions fair value of common stock.

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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.

+ References

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- Definition

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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- Definition

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

+ References

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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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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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- Definition

Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

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