Warrant Liabilities (Tables)

6 Months Ended

Jun. 30, 2016

Equity [Abstract]

Fair Value of Convertible Preferred Stock Warrant Liability

The Company has calculated the fair value of the Series C Warrants using a Black-Scholes pricing model, which requires the input of highly subjective assumptions including the expected stock price volatility. The Company used the following inputs:

	June 30, 2016		December 31, 2015
Volatility	90	%	90	%
Expected Term (years)	3.67		4.17
Expected dividend yield	—	%	—	%
Risk-free rate	0.81	%	1.76	%