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Stock Options Valuation Assumptions (Details)	Sep. 30, 2016	Dec. 31, 2015
Stock Options Valuation Assumptions Details
Expected term (in years)	10	10
Volatility, Minimum	67.30%	180.00%
Volatility, Maximum	81.70%	184.00%
Dividend yield	0.00%	0.00%
Risk-free interest rate, Minimum	1.13%	2.24%
Risk-free interest rate, Maximum	2.32%	2.32%

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- Definition

Dividend yield

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- Definition

Expected term (in years)

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- Definition

The maximum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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- Definition

The minimum risk-free interest rate assumption that is used in valuing an option on its own shares.

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No definition available.

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No definition available.

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- Definition

The estimated measure of the maximum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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No definition available.

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- Definition

The estimated measure of the minimum percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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