XML 29 R18.htm IDEA: XBRL DOCUMENT v3.5.0.2
STOCKHOLDERS' EQUITY (Tables)
6 Months Ended
Jun. 30, 2016
Equity [Abstract]  
Schedule of Weighted average Black-Scholes Option Pricing Model Assumptions
The Company estimates the fair values of stock options using the Black-Scholes option-pricing model. The assumptions used in the Black-Scholes option-pricing model and the weighted-average grant date fair value of the option awards for the periods presented were as follows:

 
Three Months Ended
June 30,
 
Six Months Ended
June 30,
 
2016
 
2015
 
2016
 
2015
Volatility
149
%
 
112
%
 
149% - 152%

 
94% - 112%

Expected term (in years)
7

 
6

 
7

 
6

Risk-free rate
1.26
%
 
1.54
%
 
1.22% - 1.26%

 
1.54% - 1.64%

Expected dividend yield
%
 
%
 
%
 
%
Weighted-average grant date fair value
$
1.15

 
$
1.16

$
0.96 - 1.15

$
1.16 - 2.42