Stock Plans - Black-Scholes Assumptions (Details) - Stock options - $ / shares	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Weighted-average assumptions
Expected stock price volatility	74.50%	69.60%	65.50%
Risk-free interest rate	1.00%	1.90%	2.60%
Expected life of options (in years)	4 years 5 months 19 days	4 years 4 months 2 days	4 years 1 month 17 days
Expected dividend yield	0.00%	0.00%	0.00%
Weighted-average fair value (PSV) of the options (in dollars per share)	$ 2.79	$ 3.82	$ 4.91

No definition available.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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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

The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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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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