Quarterly report pursuant to Section 13 or 15(d)

Fair Value Measurements - Schedule of Assumptions Used in Black-Scholes Option Pricing Model (Details)

v3.7.0.1
Fair Value Measurements - Schedule of Assumptions Used in Black-Scholes Option Pricing Model (Details) - $ / shares
3 Months Ended
Mar. 22, 2017
Jan. 25, 2017
Mar. 31, 2017
Fair Value Disclosures [Abstract]      
Market Price $ 2.37 $ 4.33 $ 2.63
Exercise Price $ 4.69 $ 4.69 $ 2.44
Risk-free interest rate 1.95% 1.95% 0.99%
Expected volatility 125.58% 124.02% 234.05%
Expected life in years 5 years 6 months 5 years 1 year 3 months
Expected dividend yield 0.00% 0.00% 0.00%