Share-Based Compensation (Tables)

6 Months Ended

Jun. 30, 2017

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, 2017	June 30, 2016
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, 2017			June 30, 2016
Weighted-average risk-free interest rates:		2.1	%		1.4	%
Dividend yield:		—			—
Weighted-average expected life of the option:		7 Years			7 Years
Weighted-average expected stock price volatility:		94	%		95	%
Weighted-average fair value of the options granted:	$	0.55		$	0.34