Share-Based Compensation (Tables)

3 Months Ended

Mar. 31, 2019

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

Schedule of assumptions used to calculate black-scholes option pricing model for options granted

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

	March 31, 2019			March 31, 2018
Weighted-average risk-free interest rates:		2.5	%		2.7	%
Dividend yield:		—			—
Weighted-average expected life of the option:		7 years			7 years
Weighted-average expected stock price volatility:		94	%		94	%
Weighted-average fair value of the options granted:	$	0.75		$	0.36