STOCK OPTIONS AND WARRANTS - Summary of value of options granted using Black Scholes Option Pricing Model with weighted average assumptions (Details) - $ / shares	12 Months Ended
Sep. 30, 2021	Sep. 30, 2020
STOCK OPTIONS AND WARRANTS
Stock price	$ 6.43	$ 8.40
Exercise price	$ 6.43	$ 8.45
Expected term, years	5 years 1 month 6 days	6 years 10 months 6 days
Dividend yield	0.00%	0.00%
Volatility	141.00%	136.00%
Risk free rate	0.47%	0.86%

Agreed-upon price for the exchange of the underlying asset relating to the share-based payment award.

No definition available.

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- Definition

Price of a single share of a number of saleable stocks of a company.

+ References

No definition available.

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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.

+ References

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- Definition

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.

+ References

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

+ References

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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.

+ References

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-Publisher FASB
-Name Accounting Standards Codification
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