Common Stock Warrants (Tables)

12 Months Ended

Dec. 31, 2015

Equity [Abstract]

Assumptions Used in Valuing Warrant

The following assumptions were used in valuing the PIPE Warrants:

	December 31, 2015		December 31, 2014		December 2, 2014
Risk-free interest rate	1.06	%	1.10	%	0.96	%
Expected dividend yield	—	%	—	%	—	%
Expected term (in years)	1.92		2.92		3
Expected volatility	70.67	%	56.79	%	57.28	%

The following assumptions were used in valuing the Warrants:

	May 11, 2015		November 25, 2014
Risk-free interest rate	2.28	%	2.27	%
Expected dividend yield	—	%	—	%
Expected term (in years)	10		10
Expected volatility	94.60	%	79.28	%