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Share-Based Compensation (Tables)
 6 Months Ended
Jun. 30, 2018
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]  
Schedule of assumptions used to calculate Black-Scholes option Pricing Model for 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  June 30,
2018		  June 30,
2017
Weighted-average risk-free interest rates:   2.9%   —   
Dividend yield:   —      —   
Weighted-average expected life of the option:   7 years    —   
Weighted-average expected stock price volatility:   94%   —   
Weighted-average fair value of the options granted:  $0.66    —   

 

For the six months ended  June 30,
2018		  June 30,
2017
Weighted-average risk-free interest rates:   2.9%   2.1%
Dividend yield:   —      —   
Weighted-average expected life of the option:   7 years    7 years 
Weighted-average expected stock price volatility:   94%   94%
Weighted-average fair value of the options granted:  $0.64   $0.55