Preferred Stock Warrant Liability (Tables)

3 Months Ended

Mar. 31, 2016

Class Of Stock Disclosures [Abstract]

Summary of Assumptions and Inputs Used in Determining Fair Value of Preferred Stock Warrant Liability Valued Using Black-Scholes Option-Pricing Model

The following assumptions and inputs were used in determining the fair value of the preferred stock warrant liability valued using the Black-Scholes option-pricing model:

	Three Months Ended March 31,
	2015
Risk-free interest rate		1.83	%
Expected term (in years)		8.5
Expected volatility		80.0	%
Expected dividend yield		0	%
Fair value of Series A-2 convertible preferred stock	$	14.87