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Share-Based Compensation (Tables)

3 Months Ended

Mar. 31, 2016

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 three month periods ended:

		March 31, 2016				March 31, 2015
Weighted-average risk-free interest rates:			1.43	%			1.74	%
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:		$	0.34			$	0.44

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- References

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- Definition

Tabular disclosure of the significant assumptions used during the year to estimate the fair value of employee stock purchase plans, including, but not limited to: (a) expected term, (b) expected volatility of the entity's shares, (c) expected dividends, (d) risk-free rate(s), and (e) discount for post-vesting restrictions.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)
-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

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