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Stock-Based Employee Compensation - Black-Scholes Option-Pricing Model Weighted Average Assumptions (Details)
12 Months Ended
Dec. 31, 2021
Dec. 31, 2020
Dec. 31, 2019
LVSC 2004 Plan [Member]      
Black-Scholes option-pricing model, weighted average assumptions      
Weighted average volatility 25.10% 23.80% 24.10%
Expected term (in years) 5 years 6 months 5 years 6 months 5 years 6 months
Risk-free rate 0.90% 1.30% 2.10%
Expected dividend yield 0.00% 4.60% 5.20%
SCL Equity Plan [Member]      
Black-Scholes option-pricing model, weighted average assumptions      
Weighted average volatility 0.00% 0.00% 36.90%
Expected term (in years) 0 years 0 years 4 years 9 months 18 days
Risk-free rate 0.00% 0.00% 1.70%
Expected dividend yield 0.00% 0.00% 5.00%