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Stock-Based Compensation (Tables)
3 Months Ended
Mar. 31, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]  
Schedule of Stock-Based Compensation Expense Allocation

Total stock-based compensation expense was recorded to cost of revenues and operating expenses based upon the functional responsibilities of the individuals holding the respective options as follows (in thousands):

 

     Three Months Ended
March 31,
 
     2016      2015  

Cost of revenues

   $ 26       $ 19   

Sales and marketing

     14         8   

Research and development

     (146      375   

General and administrative

     224         130   
  

 

 

    

 

 

 

Total

   $ 118       $ 532   
  

 

 

    

 

 

 
Assumptions Used to Weighted-Average Grant Date Fair Values of Options Granted

The weighted-average grant date fair values of options granted to employees during the three months ended March 31, 2016 and 2015 were $4.81 and $3.35, respectively, using the following assumptions:

 

     Three Months Ended
March 31,
     2016   2015

Risk free interest rate

   1.14%   0.90% - 1.06%

Expected term

   4.75 years   4.56 – 4.75 years

Dividend yield

    

Expected volatility

   79.23% - 79.29%   76.76% - 77.09%

The weighted-average grant date fair values of the options granted to non-employees during the three months ended March 31, 2016 and 2015 were $0 and $4.44, respectively, using the following assumptions:

 

     Three Months Ended
March 31,
 
     2016      2015  

Risk free interest rate

     —          1.47

Expected term

     —          7 years   

Dividend yield

     —          —    

Expected volatility

     —          82.88