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Stock-Based Compensation - Valuation Assumptions for Stock Options (Details)
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Black-Scholes option-pricing model assumptions    
Expected term (in years) 6 months 6 months
Stock Options    
Black-Scholes option-pricing model assumptions    
Expected volatility, minimum (percent) 41.70% 42.00%
Expected volatility, maximum (percent) 47.30% 47.00%
Risk-free interest rate, minimum (percent) 1.30% 2.40%
Risk-free interest rate, maximum (percent) 2.60% 3.00%
Dividend yield (percent) 0.00% 0.00%
Stock Options | Minimum    
Black-Scholes option-pricing model assumptions    
Expected term (in years) 5 years 5 years
Stock Options | Maximum    
Black-Scholes option-pricing model assumptions    
Expected term (in years) 7 years 7 years