Fair Value Measurements (Tables)

9 Months Ended

12 Months Ended

Sep. 30, 2022

Dec. 31, 2021

Fair Value Disclosures [Abstract]

Schedule of Financial Liabilities Measured at Fair Value on Recurring Basis by Level Within Fair Value Hierarchy

	Fair Value Measurements as of September 30, 2022
Description	Level 1		Level 2		Level 3		Total
Derivative liability
Common stock warrants	$	-	$	-	$	139	$	139

	Fair Value Measurements as of December 31, 2021
Description	Level 1		Level 2		Level 3		Total
Derivative liability
Common stock warrants	$	-	$	-	$	347	$	347

	Fair Value Measurements as of December 31, 2021 (in thousands)
Description	Level 1		Level 2		Level 3		Total
Derivative liability
Common stock warrants	$	-	$	-	$	347	$	347

	Fair Value Measurements as of December 31, 2020 (in thousands)
Description	Level 1		Level 2		Level 3		Total
Derivative liability
Common stock warrants	$	-	$	-	$	1,238	$	1,238

Schedule of Fair Value Measurement Hierarchy of Derivative Liability

The Company did not have any transfers of assets and liabilities between Level 1 and Level 2 of the fair value measurement hierarchy during the nine months ended September 30, 2022, and 2021. The following table presents a reconciliation of the derivative liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the nine months ended September 30, 2022, and 2021 (in thousands):

	Common Stock Warrants
Balance as of December 31, 2020	$	(1,238	)
Change in fair value		225
Exercise of warrants		195
Balance as of September 30, 2021	$	(818	)
Balance as of December 31, 2021	$	(347	)
Change in fair value		208
Balance as of September 30, 2022	$	(139	)

The Company did not have any transfers of assets and liabilities between Level 1 and Level 2 of the fair value measurement hierarchy during the years ended December 31, 2021 and 2020. The following table presents a reconciliation of the derivative liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the years ended December 31, 2021 and 2020 (in thousands):

	Common Stock Warrants
Balance as of December 31, 2019	$	(220	)
Issuance of derivatives		(6,328	)
Change in fair value		2,111
Exercise of warrants		3,199
Balance as of December 31, 2020		(1,238	)
Change in fair value		696
Exercise of warrants		195
Balance as of December 31, 2021	$	(347	)

Schedule of Assumptions Used in Estimating Fair Value

The assumptions used in estimating the common stock warrant liability as of September 30, 2022, and December 31, 2021 were as follows:

	September 30, 2022		December 31, 2021
Weighted-average risk-free interest rate	3.33%-4.22	%	0.06%-0.97	%
Weighted-average expected life (in years)	0.32-2.36		0.07-3.10
Expected dividend yield	-	%	-	%
Weighted-average expected volatility	81.9%-121.7	%	71.5%-126.5	%

The assumptions used in estimating the common stock warrant liability using the Monte Carlo simulation valuation model as of December 31, 2021 and 2020 were as follows:

	December 31, 2021		December 31, 2020
Weighted-average risk-free interest rate	0.06%-0.97	%	0.09%-0.27	%
Weighted-average expected life (in years)	0.07-3.10		0.63-4.10
Expected dividend yield	-	%	-	%
Weighted average expected volatility	71.5%-126.5	%	138.3%-175.6	%