Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2015

Fair Value Inputs Liabilities Quantitative Information [Line Items]

Schedule of Financial Liabilities Measured at Fair Value on Recurring Basis by Level within Fair Value Hierarchy

The following tables set forth the financial liabilities measured at fair value on a recurring basis by level within the fair value hierarchy at June 30, 2015 and December 31, 2014:

	Fair Value Measurements at June 30, 2015
Description	Level 1		Level 2		Level 3		Total
Derivative liabilities
Common stock warrants	$	—	$	—	848		$	848
Conversion feature of notes	—		—		3,741		3,741
Total derivative liabilities	$	—	$	—	$	4,589	$	4,589

	Fair Value Measurements at December 31, 2014
Description	Level 1		Level 2		Level 3		Total
Derivative liabilities
Common stock warrants	$	—	$	—	$	11,358	$	11,358
Conversion feature of notes	—		—		2,612		2,612
Total derivative liabilities	$	—	$	—	$	13,970	$	13,970

Schedule of Reconciliation of Derivative Liability Measured At Fair Value on Recurring Basis Using Significant Unobservable Inputs (Level 3)

The following table presents a reconciliation of the derivative liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3) during the six months ended June 30, 2015 and 2014:

	Common Stock Warrants			Preferred Stock Warrants			Conversion Feature of Notes			Total Derivative Liability
Balance at December 31, 2013	$	(199	)	$	(11	)	$	—		$	(210	)
Issuances of derivatives	(1,106		)	—			(848		)	$	(1,954	)
Reclassification from liability to equity	—			5			—			$	5
Change in fair value	(568		)	6			—			$	(562	)
Balance at June 30, 2014	$	(1,873	)	$	—		$	(848	)	$	(2,721	)
Balance at December 31, 2014	$	(11,358	)	$	—		$	(2,612	)	$	(13,970	)
Issuances of derivatives	—			—			—			$	—
Decrease in liability due to debt conversions	—			—			179			$	179
Decrease in liability due to warrants being exercised	10,302			—			—			$	10,302
Change in fair value	208			—			(1,308		)	$	(1,100	)
Balance at June 30, 2015	$	(848	)	$	—		$	(3,741	)	$	(4,589	)

Convertible Notes Payable

Fair Value Inputs Liabilities Quantitative Information [Line Items]

Schedule of Assumptions used in Estimating Fair Value

The assumptions used in estimating the conversion feature of the notes at June 30, 2015 and December 31, 2014 were as follows:

	June 30, 2015			December 31, 2014
Estimated fair value of common share	$	0.57		$	0.80
Weighted-average risk free interest rate	0.28		%	0.67		%
Weighted-average expected life	1 year, 1 month			1 year, 7 months
Expected dividend yield	—		%	—		%
Weighted average expected volatility	152		%	32		%

Common Stock

Fair Value Inputs Liabilities Quantitative Information [Line Items]

Schedule of Assumptions used in Estimating Fair Value

The assumptions used in estimating the common stock warrant liability at June 30, 2015 and December 31, 2014 were as follows:

	June 30, 2015			December 31, 2014
Fair value of common share	$	0.57		$	0.80
Weighted-average risk free interest rate	1.01		%	1.53		%
Weighted-average expected life	4 years, 2 months			4 years, 7 months
Expected dividend yield	—		%	—		%
Weighted average expected volatility	44		%	116		%