XML 98 R76.htm IDEA: XBRL DOCUMENT v3.8.0.1
STOCK BASED COMPENSATION - Summary of Assumptions (Details) - USD ($)
$ / shares in Units, shares in Millions, $ in Millions
12 Months Ended
Dec. 31, 2017
Dec. 31, 2016
Dec. 31, 2015
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Volatility factor of the expected market price of common stock (as a percent)   74.00%  
Weighted-average expected life of option 3 years 6 months 5 years 5 years
Weighted-average grant date fair value (in dollars per share) $ 2.99 $ 2.36 $ 0.49
Risk-free interest rate, low end of range (as a percent) 1.46% 1.13% 1.10%
Risk-free interest rate, high end of range (as a percent) 1.60% 1.21% 1.79%
Volatility factor of the expected market price of common stock, low end of range (as a percent) 72.00%   73.00%
Volatility factor of the expected market price of common stock, high end of range (as a percent) 74.00%   74.00%
Additional disclosures      
Fair value of awards vesting in the period $ 1.3 $ 1.3 $ 1.5
Unrecognized compensation expense on non-vested stock options (in dollars) $ 0.7 $ 1.4 $ 1.6
Non-vested stock options outstanding (in shares) 1.5 2.5 4.2
Weighted-average period of recognition 1 year 3 months 18 days 1 year 7 months 6 days 1 year 7 months 6 days
Allocated Share-based Compensation Expense $ 1.4 $ 1.0 $ 1.3
Minimum      
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Dividend yield (as a percent) 0.31% 0.24% 0.00%
Maximum      
Principal assumptions used in applying the Black-Scholes option pricing model for the awards      
Dividend yield (as a percent) 0.36% 0.27% 1.15%