Warrant Liabilities (Tables)

9 Months Ended

Sep. 30, 2015

Convertible Preferred Stock Warrants

Class Of Warrant Or Right [Line Items]

Summary of Assumptions Used Black-Scholes Option-Pricing Model

The key assumptions used in the Black-Scholes option-pricing model for the valuation of the convertible preferred stock warrants were as follows:

	Nine Months Ended September 30,
	2015	2014
Expected term (in years)	1.00 - 6.04	1.79 - 7.04
Fair value of underlying shares	$10.80 - $12.24	$0.67 - $1.56
Volatility	79.2% -111.1%	63.1% - 80.8%
Risk-free interest rate	0.23% - 1.54%	0.38% - 2.30%
Dividend yield	—%	—%

Common Stock Warrants

Class Of Warrant Or Right [Line Items]

Summary of Assumptions Used Black-Scholes Option-Pricing Model

The key assumptions used in the Black-Scholes option-pricing model for the valuation of the common stock warrants were as follows:

	Nine Months Ended September 30,
	2015	2014
Expected term (in years)	6.00 - 6.58	6.79 - 7.58
Fair value of underlying shares	$15.00 - $42.00	$1.03 - $1.07
Volatility	82.0% - 82.6%	76.3% - 80.4%
Risk-free interest rate	1.51%- 1.63%	2.13% - 2.41%
Dividend yield	—%	—%