Fair Value Measurements - Schedule of Assumptions used in Estimating Common Stock Warrant Liability (Details) |
9 Months Ended | 12 Months Ended | |
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Jul. 08, 2016 |
Sep. 30, 2016 |
Dec. 31, 2015 |
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| Black-Scholes-Merton Valuation Model [Member] | |||
| Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items] | |||
| Weighted-average risk free interest rate | 0.99% | 1.71% | |
| Weighted-average expected life (in years) | 3 years 4 months 24 days | 3 years 8 months 12 days | |
| Expected dividend yield | 0.00% | 0.00% | |
| Weighted average expected volatility | 122.00% | 119.00% | |
| Monte Carlo Simulation Valuation Model [Member] | |||
| Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items] | |||
| Weighted-average risk free interest rate | 0.95% | 0.88% | |
| Weighted-average expected life (in years) | 5 years | 4 years 9 months | |
| Expected dividend yield | 0.00% | 0.00% | |
| Weighted average expected volatility | 67.91% | 66.39% |
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- Definition Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table. No definition available.
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- Definition Expected dividends to be paid to holders of the underlying shares or financial instruments (expressed as a percentage of the share or instrument's price). Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Period the instrument, asset or liability is expected to be outstanding, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Risk-free interest rate assumption used in valuing an instrument. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Weighted average expected volatility of stock price. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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