FAIR VALUE OF OPTIONS ESIMATED USING THE BLACK SCHOLES MODEL WITH WEIGHTED AVERAGE ASSUMPTIONS (DETAILS)	12 Months Ended
May 31, 2016
WEIGHTED AVERAGE ASSUMPTIONS
Expected life in years	5
Assumed annual dividend growth rate	0.00%
Expected volatility	133.00%
Risk free interest rate	1.63%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

No definition available.

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Data Type:	num:percentItemType
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Period Type:	duration