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Stock-Based Compensation - Valuation (Details) - Stock options
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Dec. 31, 2018
Black-Scholes option with following assumptions:      
Expected stock price volatility, minimum (as a percent) 91.00% 90.00% 73.00%
Expected stock price volatility, maximum (as a percent) 98.00% 91.00% 85.00%
Expected option term 6 years 6 years 6 years
Risk-free interest rate, minimum (as a percent) 0.50% 1.60% 2.80%
Risk-free interest rate, maximum (as a percent) 0.70% 2.50% 3.10%
Expected dividend yield (as a percent) 0.00% 0.00% 0.00%