Tangible Stockholder Return Plan (Tables)

12 Months Ended

Dec. 31, 2018

Disclosure of Compensation Related Costs, Share-based Payments [Abstract]

Schedule of Fair Value of Performance Plans Assumptions

The fair value of the SARs is estimated at each financial reporting date using the Black-Scholes option-pricing model, using the following assumptions:

	December 31, 2018
Estimated dividend yield	—
Expected volatility	86.71		%
Risk-free interest rate	2.63		%
Expected term (years)	1.09
Fair value per share of common stock underlying the SAR	$	0.83
SAR exercise price	$	3.80

The fair value of each option grant is estimated on the grant date using the Black-Scholes option-pricing model, and the following weighted average assumptions:

	Year Ended December 31,
	2018			2017
Estimated dividend yield	0.00		%	0.00		%
Expected volatility	81.73		%	82.16		%
Risk-free interest rate	2.75		%	1.81		%
Expected life of options (in years)	5.68			5.04
Weighted-average fair value per share	$	2.06		$	3.31

The fair value of the Performance Plan is estimated at each financial reporting date using the Monte Carlo simulation model and the following assumptions:

	December 31, 2018
Estimated dividend yield	—
Expected volatility	87.19		%
Risk-free interest rate	2.47		%
Expected term (years)	3.17
Fair value per share of common stock underlying the Performance Plan	$	0.83