The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the three month and six-month periods presented: (Details)	6 Months Ended
	Jun. 30, 2020
Share-based Payment Arrangement [Abstract]
Weighted-average risk-free interest rates	0.50%
Weighted-average expected life of the option	4 years 6 months
Weighted-average expected stock price volatility	94.00%