Stock-Based Payments - Weighted-Average Assumptions to Estimate Fair Value of Stock Options (Details) - Stock options - $ / shares |
3 Months Ended | 9 Months Ended | ||
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Sep. 30, 2017 |
Sep. 30, 2016 |
Sep. 30, 2017 |
Sep. 30, 2016 |
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| Weighted-average assumptions used in Black-Scholes option-pricing model to estimate fair value | ||||
| Weighted-average risk-free interest rate (as a percent) | 2.04% | 1.32% | 2.03% | 1.35% |
| Expected option term | 6 years 29 days | 5 years 11 months 9 days | 6 years 4 days | 5 years 11 months 23 days |
| Volatility (as a percent) | 90.84% | 85.34% | 87.22% | 85.40% |
| Weighted-average grant date fair value of options granted (in dollars per share) | $ 8.69 | $ 8.53 | ||
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- References No definition available.
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- Definition 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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Definition Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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- Details
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