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Share-Based Compensation (Tables)
 6 Months Ended
Jun. 30, 2019
Share-based Payment Arrangement [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 three month and six month periods presented:

 

For the three months ended  June 30,
2019		   June 30,
2018		 
Weighted-average risk-free interest rates:   2.5%   2.9%
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:  $0.67   $0.66 
           
For the six months ended  June 30,
2019		   June 30,
2018		 
Weighted-average risk-free interest rates:   2.5%   2.9%
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   $0.64