Stock-Based Compensation - Schedule of Assumptions Used to Estimate Fair Value of Stock Options and Cancelled Options (Details)		12 Months Ended
Jul. 01, 2020	Dec. 31, 2021	Dec. 31, 2020
Cancelled Options
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Risk-free interest rate	0.31%
Expected term in years	6 years 3 months 18 days
Expected volatility	80.00%
Stock Options
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Risk-free interest rate		0.84%	0.54%
Expected term in years		6 years	6 years 2 months 12 days
Expected volatility		75.00%	77.00%

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.

+ References

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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.

+ References

No definition available.

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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.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
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-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=122041274&loc=d3e301413-122809

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