Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2019

Assumptions used to calculate common stock warrants

	Nine months ended
	September 30, 2019	September 30, 2018
Risk-free interest rate	1.99% - 2.51%	1.64% - 2.56%
Volatility	22.62% - 74.93%	18.40% - 81.69%
Expected average term	0.03 - 0.53	0.01 - 1.53

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, 2019		September 30, 2018
Beginning of period	$	105	$	4,391
Change in fair value of common stock warrants		(7)		(3,308)
End of period	$	98	$	1,083

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 vesting date - second tranche, second installment		1.54		—
As of September 2019 - second tranche		2.23		2.17
As of September 2018 - second tranche		1.55		1.45

Equity Instruments

Assumptions used to calculate common stock warrants

	Nine months ended
	September 30, 2019	September 30, 2018
Risk-free interest rate	1.62% - 2.33%	2.72% - 2.80%
Volatility	85.00%	75.00% - 85.00%
Expected average term	7.51 - 8.30	8.51 - 9.30