Stock-Based Compensation - Black-Scholes Option Pricing Assumptions (Details)	12 Months Ended
Dec. 31, 2020	Dec. 31, 2019	Dec. 31, 2018
Fair value of stock-option awards
Expected term of options	6 years 6 months	6 years 6 months	6 years 6 months
Expected dividend yield	0.00%	0.00%	0.00%
Minimum
Fair value of stock-option awards
Expected volatility rate	66.50%	64.49%	63.52%
Risk-free rate	0.41%	1.60%	2.45%
Maximum
Fair value of stock-option awards
Expected volatility rate	67.41%	67.16%	66.95%
Risk-free rate	1.80%	2.64%	3.08%

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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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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

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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