XML 68 R62.htm IDEA: XBRL DOCUMENT v2.4.0.8

Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) (Monte Carlo Simulations [Member], Senior Convertible Notes [Member], USD $)	9 Months Ended	12 Months Ended
	Sep. 30, 2013	Dec. 31, 2012
Derivative [Line Items]
Quoted market price on valuation date	$ 3.00	$ 2.97
Contractual conversion rate	$ 3.17	$ 3.74
Contractual term to maturity	6 months 29 days	1 year 3 months 29 days
Implied expected term to maturity	6 months 26 days	1 year 2 months 27 days
Market volatility:
Range of equivalent credit risk adjusted yields	0.58%
Minimum [Member]
Market volatility:
Range of volatilities	24.00%	31.30%
Range of equivalent volatilities	32.20%	38.60%
Contractual interest rate	8.00%	8.00%
Range of equivalent market risk adjusted interest rates	8.02%	9.00%
Range of equivalent credit risk adjusted yields		0.94%
Risk-free rates	0.03%	0.02%
Maximum [Member]
Market volatility:
Range of volatilities	46.20%	64.03%
Range of equivalent volatilities	37.80%	45.00%
Contractual interest rate	9.00%	9.00%
Range of equivalent market risk adjusted interest rates	9.08%	9.10%
Range of equivalent credit risk adjusted yields		1.03%
Risk-free rates	0.04%	0.16%

X

- Definition

Derivative financial instruments fair value assumptions contractual conversion rate.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueAssumptionsContractualConversionRate
Namespace Prefix:	omex_
Data Type:	num:perShareItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Derivative financial instruments fair value assumptions contractual interest rate.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueAssumptionsContractualInterestRate
Namespace Prefix:	omex_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Derivative financial instruments fair value assumptions credit risk adjusted yield rate range of rates.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueAssumptionsCreditRiskAdjustedYieldRateRangeOfRates
Namespace Prefix:	omex_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Derivative financial instruments fair value assumptions market risk adjusted rate range of rates.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueAssumptionsMarketRiskAdjustedRateRangeOfRates
Namespace Prefix:	omex_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Derivative financial instruments fair value assumptions quoted market price.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueAssumptionsQuotedMarketPrice
Namespace Prefix:	omex_
Data Type:	num:perShareItemType
Balance Type:	na
Period Type:	instant

X

- Definition

Derivative financial instruments fair value contractual term to maturity.

+ References

No definition available.

+ Details

Name:	omex_DerivativeFinancialInstrumentsFairValueContractualTermToMaturity
Namespace Prefix:	omex_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	omex_FairValueAssumptionVolatilityRangeAbstract
Namespace Prefix:	omex_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	us-gaap_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- 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.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueAssumptionsExpectedTerm
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Measure of dispersion, in percentage terms (for instance, the standard deviation or variance), for a given stock price.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueAssumptionsExpectedVolatilityRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Risk-free interest rate assumption used in valuing an instrument.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueAssumptionsRiskFreeInterestRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Weighted average expected volatility of stock price.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (e)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

Name:	us-gaap_FairValueAssumptionsWeightedAverageVolatilityRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration