Stock-Based Compensation - Schedule Assumptions Used in Black-Scholes Option-Pricing Method (Details) - $ / shares				3 Months Ended	6 Months Ended
Nov. 07, 2013	Jul. 31, 2012	Dec. 31, 2010	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Expected dividend yield				0.00%	0.00%	0.00%	0.00%
Expected stock-price volatility	58.00%	61.00%	61.00%
Expected stock-price volatility, Minimum				54.75%	65.06%	54.75%	51.45%
Expected stock-price volatility, Maximum				56.33%	67.08%	59.03%	67.08%
Risk-free interest rate	0.55%	0.57%	2.01%
Risk-free interest rate, Minimum				1.29%	1.79%	1.29%	0.77%
Risk-free interest rate, Maximum				1.66%	2.07%	1.78%	2.07%
Expected term of options	3 years	4 years	5 years	10 years	10 years	10 years	10 years
Stock price					$ 5.86		$ 5.86
Minimum [Member]
Stock price				$ 1.53		$ 1.13
Maximum [Member]
Stock price				$ 1.65		$ 1.65

Stock price.

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- Definition

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

+ References

+ Details

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- Definition

The estimated measure of the 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.

+ References

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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.

+ References

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.

+ References

No definition available.

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- Definition

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

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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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- Definition

Expected term of share-based compensation awards, 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 718
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (f)(2)(i)
-URI http://asc.fasb.org/extlink&oid=6415400&loc=d3e5070-113901

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 718
-SubTopic 10
-Section S99
-Paragraph 1
-Subparagraph (SAB Topic 14.D.2)
-URI http://asc.fasb.org/extlink&oid=27013229&loc=d3e301413-122809

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