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Fair Value Measurement (Tables)
 9 Months Ended
Sep. 30, 2019
Fair Value Disclosures [Abstract]  
Schedule of Fair Value Measurements, Valuation Techniques
The table below sets forth the assumptions used within the Black-Scholes-Merton option pricing model to value the Company’s warrant liabilities:
Stock price
$
4.43

Exercise price
$
0.01

Time until expiration (years)
4.79

Expected volatility
53.0
%
Risk-free interest rate
1.55
%
Expected dividend yield
—
%
Schedule of Fair Value, Liabilities Measured on Recurring Basis
The table below sets forth the total fair value of the revolving credit facility and related derivative and term loan and related derivative and warrant as of September 30, 2019 (in thousands):
 
 
September 30, 2019
 
 
Significant Other Observable Inputs (Level 2)
 
Significant Unobservable Inputs (Level 3)
 
Total Fair Value
ABL Credit Facility
 
$
123,029

 
$
—

 
$
123,029

ABL Credit Facility - derivative
 
—

 
541

 
541

Term Loan Credit Facility
 
91,590

 
—

 
91,590

Warrant
 
—

 
5,254

 
5,254

Term Loan Credit Facility - derivative
 
—

 
442

 
442

Less: Unamortized discount and deferred financing costs
 
(5,258
)
 
(5,159
)
 
(10,417
)
Total
 
$
209,361

 
$
1,078

 
$
210,439