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Share-Based Compensation (Tables)
 9 Months Ended
Sep. 30, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]  
Schedule of Assumptions Used to Calculate Black-Scholes Option Pricing Model for Stock Options Granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the periods presented:

 

For the three months ended

    September 30,
2015		     September 30,
2014		  

Weighted-average risk-free interest rates:

      1.7 %               —        

Dividend yield:

      —          —     

Weighted-average expected life of the option:

      7 Years        —     

Weighted-average expected stock price volatility:

      95 %      —     

Weighted-average fair value of the options granted:

    $ 0.34        —     

 

For the nine months ended

    September 30,
2015		     September 30,
2014		  

Weighted-average risk-free interest rates:

      1.7 %      2.0 % 

Dividend yield:

      —          —     

Weighted-average expected life of the option:

      7 Years        7 Years   

Weighted-average expected stock price volatility:

      95 %      95 % 

Weighted-average fair value of the options granted:

    $ 0.44      $ 0.42