Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2018

Fair Value Measurements.

Assumptions used to calculate common stock warrants

	Nine months ended
	September 30, 2018	September 30, 2017
Risk-free interest rate	1.64% - 2.56%	1.01% - 2.01%
Volatility	18.40% - 81.69%	62.0% - 108.77%
Expected average term	0.01 - 1.53	0.39 - 5.23

Schedule of activity in the common stock warrant liability

The following table shows the activity in the common stock warrant liability (in thousands):

	Nine months ended
	September 30, 2018		September 30, 2017
Beginning of period	$	4,391	$	11,387
Change in fair value of common stock warrants		(3,308)		16,454
Issuance of common stock warrants		—		4,905
Exercise of common stock warrants		—		(27,089)
End of period	$	1,083	$	5,657

Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation

	Nine months ended
	September 30, 2018	September 30, 2017
Risk-free interest rate	2.72% - 2.99%	2.30% - 2.36%
Volatility	75.00% - 85.00%	85.00% - 90.00%
Expected average term	8.51 - 9.30	9.51 - 10.00

Schedule of fair value of warrants

		Amazon Warrant Shares		Walmart Warrant Shares
Issuance date - first tranche	$	1.15	$	1.88
As of vesting date - second tranche, first installment		2.16		—
As of period end - second tranche		1.55		1.45