Fair Value Considerations (Tables)

9 Months Ended

Sep. 30, 2023

Fair Value Considerations [Abstract]

Schedule of ranges of values used and fair value determined

The following table sets forth the ranges of calculated fair values and the associated ranges of values we used for remeasurement in our Black-Scholes calculations for stock options, other than ESPP.

	Three Months Ended September 30,
	2023		2022
Share prices of our common stock	$	2.07	$2.95 - $4.81
Expected volatilities	51.76% - 55.88%		47.55% - 49.38%
Risk-free rates of return	4.50% - 4.61%		2.93% - 4.00%
Expected option terms (years)	3.82 - 5.42		4.81 - 6.00
Calculated option values	$0.04-$0.95		$0.12 - $2.25

The following table sets forth the fair values we calculated and the inputs we used in our Black-Scholes models for Private Warrants.

	September 30,			December 31,
	2023			2022
Share prices of our common stock	$	2.07		$	1.79
Expected volatilities		53.33	%		55.83	%
Risk-free rates of return		4.92	%		4.13	%
Expected warrant term (years)		2.25			3.00
Calculated Private Warrant values	$	0.03		$	0.05