Share-Based Compensation (Tables)

6 Months Ended

Jun. 30, 2016

Disclosure of Compensation Related Costs, Share-based Payments [Abstract]

Schedule of Assumptions Used to Calculate Black-Scholes Option Pricing Model for Stock Options Granted

The following table illustrates the various assumptions used to calculate the Black-Scholes option pricing model for stock options granted during the periods presented:

For the three months ended	June 30, 2016		June 30, 2015
Weighted-average risk-free interest rates:		—		—
Dividend yield:		—		—
Weighted-average expected life of the option:		—		—
Weighted-average expected stock price volatility:		—		—
Weighted-average fair value of the options granted:		—		—

For the six months ended	June 30, 2016			June 30, 2015
Weighted-average risk-free interest rates:		1.43	%		1.74	%
Dividend yield:		—			—
Weighted-average expected life of the option:		7 Years			7 Years
Weighted-average expected stock price volatility:		95	%		95	%
Weighted-average fair value of the options granted:	$	0.34		$	0.44