Derivative financial instruments fair value assumptions contractual conversion rate.

No definition available.

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

- 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

- Definition

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

+ References

No definition available.

+ Details

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

- Definition

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

+ References

No definition available.

+ Details

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

- 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

- Definition

Fair value assumption volatility range.

+ References

No definition available.

+ Details

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

- Definition

Fair value assumptions quoted price.

+ References

No definition available.

+ Details

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

- Definition

Contractual interest rate for funds borrowed, under the debt agreement.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SX 210.5-02.22(a)(1))
-URI http://asc.fasb.org/extlink&oid=6877327&loc=d3e13212-122682

+ Details

Name:	us-gaap_DebtInstrumentInterestRateStatedPercentage
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

No definition available.

+ Details

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

- Definition

Date the derivative contract matures, in CCYY-MM-DD format.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeMaturityDates
Namespace Prefix:	us-gaap_
Data Type:	xbrli:dateItemType
Balance Type:	na
Period Type:	duration

- 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=36462937&loc=d3e19207-110258

+ Details

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

- Definition

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

+ References

+ Details

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

- Definition

Weighted average expected volatility of stock price.

+ References

+ Details

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

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=omex_MonteCarloSimulationsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_StatementClassOfStockAxis=omex_MonacoNotesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DebtInstrumentAxis=omex_TrancheOneMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DebtInstrumentAxis=omex_TrancheTwoMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DebtInstrumentAxis=omex_TrancheThreeMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_RangeAxis=us-gaap_MinimumMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_RangeAxis=us-gaap_MaximumMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Derivative Financial Instruments - Significant Assumptions Utilized in Valuation Technique (Detail) - $ / shares					12 Months Ended
	Dec. 10, 2015	Dec. 01, 2014	Oct. 01, 2014	Aug. 14, 2014	Dec. 31, 2015	Dec. 31, 2014
Derivative [Line Items]
Underlying price on valuation date					$ 2.50	$ 2.50
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date				$ 2.50	2.50	2.50
Contractual conversion rate				$ 3.15	$ 3.15	$ 3.15
Contractual term to maturity				2 years	2 years	1 year 7 months 13 days
Implied expected term to maturity				1 year 10 months 6 days	1 year 9 months 26 days	1 year 6 months 4 days
Market volatility:
Range of equivalent volatilities				51.20%	98.10%	69.70%
Contractual interest rate					11.00%
Range of equivalent market risk adjusted interest rates				9.50%	11.00%	9.50%
Range of equivalent credit risk adjusted yields				4.15%	3.76%	4.86%
Range of equivalent credit risk adjusted yields				4.15%	3.76%	4.86%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date			$ 2.50		$ 2.50	$ 2.50
Contractual conversion rate			$ 3.15		$ 3.15	$ 3.15
Contractual term to maturity			2 years		2 years	1 year 9 months
Implied expected term to maturity			1 year 9 months 15 days		1 year 9 months 26 days	1 year 7 months 6 days
Market volatility:
Range of equivalent volatilities			68.00%		98.10%	70.40%
Contractual interest rate					11.00%
Range of equivalent market risk adjusted interest rates			9.25%		11.00%	9.50%
Range of equivalent credit risk adjusted yields			4.24%		3.76%	4.91%
Range of equivalent credit risk adjusted yields			4.24%		3.76%	4.91%
Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Derivative [Line Items]
Underlying price on valuation date		$ 2.50			$ 2.50	$ 2.50
Contractual conversion rate		$ 3.15			$ 3.15	$ 3.15
Contractual term to maturity		2 years			2 years	1 year 11 months 1 day
Implied expected term to maturity		1 year 9 months 4 days			1 year 9 months 26 days	1 year 8 months 19 days
Market volatility:
Range of equivalent volatilities		72.20%			98.10%	69.50%
Contractual interest rate					11.00%
Range of equivalent market risk adjusted interest rates		9.25%			11.00%	9.25%
Range of equivalent credit risk adjusted yields		4.52%			3.76%	4.91%
Range of equivalent credit risk adjusted yields		4.52%			3.76%	4.91%
Derivative instrument maturity date	Dec. 31, 2017
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities				37.00%	85.20%	58.50%
Contractual interest rate				8.00%		8.00%
Range of equivalent credit risk adjusted yields				3.94%	3.29%	4.66%
Range of equivalent credit risk adjusted yields				3.94%	3.29%	4.66%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities			58.60%		85.20%	60.10%
Contractual interest rate			8.00%			8.00%
Range of equivalent credit risk adjusted yields			3.97%		3.29%	4.66%
Range of equivalent credit risk adjusted yields			3.97%		3.29%	4.66%
Minimum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities		61.80%			85.20%	59.80%
Contractual interest rate		8.00%				8.00%
Range of equivalent credit risk adjusted yields		4.29%			3.29%	4.66%
Range of equivalent credit risk adjusted yields		4.29%			3.29%	4.66%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| First Tranche [Member]
Market volatility:
Range of volatilities				62.20%	109.80%	78.10%
Contractual interest rate				11.00%		11.00%
Range of equivalent credit risk adjusted yields				4.45%	4.22%	5.20%
Range of equivalent credit risk adjusted yields				4.45%	4.22%	5.20%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Second Tranche [Member]
Market volatility:
Range of volatilities			75.30%		109.80%	80.50%
Contractual interest rate			11.00%			11.00%
Range of equivalent credit risk adjusted yields			4.61%		4.22%	5.27%
Range of equivalent credit risk adjusted yields			4.61%		4.22%	5.27%
Maximum [Member] \| Monte Carlo Simulations [Member] \| Monaco Notes [Member] \| Third Tranche [Member]
Market volatility:
Range of volatilities		79.80%			109.80%	78.10%
Contractual interest rate		11.00%				11.00%
Range of equivalent credit risk adjusted yields		4.84%			4.22%	5.27%
Range of equivalent credit risk adjusted yields		4.84%			4.22%	5.27%