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Convertible Notes - Fair Value Inputs and Assumptions (Details) - Bifurcated Derivatives - Binomial Lattice Model
$ / shares in Units, $ in Thousands
9 Months Ended
Sep. 30, 2016
USD ($)
$ / shares
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]  
Calculated aggregate value | $ $ 1,524
Closing price per share of common stock (usd per share) $ 0.72
Contractual remaining term 9 years 11 months
Contractual interest rate 4.00%
Volume-weighted average conversion rate $ 1.13662
Dividend yield 0.00%
Credit Spread 32.28%
Volatility 99.90%
Minimum  
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]  
Risk-free interest rate (term structure) 0.20%
Maximum  
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]  
Risk-free interest rate (term structure) 1.60%