Quarterly report pursuant to Section 13 or 15(d)

Warrant Liabilities (Details)

v3.8.0.1
Warrant Liabilities (Details) - Warrant [Member] - $ / shares
 3 Months Ended 12 Months Ended
Aug. 26, 2016
Dec. 31, 2017
Oct. 01, 2017
Oct. 02, 2016
Exercise Price [1] $ 1.50 $ 1.50 $ 1.5 $ 1.5
Warrant Expiration Date [1] Aug. 26, 2021 Aug. 26, 2021 Aug. 26, 2021 Aug. 26, 2021
Stock Price [2] $ 0.95 $ 1.1 $ 0.98 $ 0.77
Interest Rate (annual) [3] 1.23% 1.98% 1.62% 1.14%
Volatility (annual) [4] 246.44% 171.04% 179.36% 242.17%
Time to Maturity (Years) 5 years 3 years 8 months 12 days 3 years 10 months 24 days 4 years 10 months 24 days
Number of Steps (Quarters) 20 years 15 years 16 years 20 years
Calculated fair value per share $ 0.93 $ 0.96 $ 0.87 $ 0.76
[1] Based on the terms provided in the warrant agreement to purchase common stock of Optex Systems Holdings, Inc. dated August 26, 2016.
[2] Based on the trading value of common stock of Optex Systems Holdings, Inc. as of August 26, 2016 and each presented period ending date.
[3] Interest rate for U.S. Treasury Bonds, as of August 26, 2016 and each presented period ending date, as published by the U.S. Federal Reserve.
[4] Based on the historical daily volatility of Optex Systems Holdings, Inc. as of August 26, 2016 and each presented period ending date.