Annual report pursuant to Section 13 and 15(d)

Warrant Liabilities - Schedule of Fair Value Warrant Liabilities (Details)

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Warrant Liabilities - Schedule of Fair Value Warrant Liabilities (Details)
Sep. 30, 2019
$ / shares
Sep. 29, 2019
$ / shares
Jun. 12, 2019
$ / shares
Sep. 30, 2018
$ / shares
Oct. 01, 2017
$ / shares
Aug. 26, 2016
$ / shares
Shares issued, price per share   $ 1.50        
Warrant [Member]            
Exercise price per share $ 0.85 1.50 [1] $ 1.50 $ 1.50 [1] $ 1.50 [1],[2] $ 1.50 [1],[2]
Shares issued, price per share [3]   $ 1.56   $ 1.71 $ 0.98 [2] $ 0.95 [1],[2]
Warrant Expiration Date [1]   Aug. 26, 2021   Aug. 26, 2021 Aug. 26, 2021 [2] Aug. 26, 2021 [2],[3]
Time to Maturity (Years)   1 year 10 months 25 days   2 years 10 months 25 days 3 years 10 months 25 days [2] 5 years [1],[2]
Calculated fair value per share   $ 0.49   $ 0.82 $ 0.87 [2] $ 0.93 [1],[2]
Warrant [Member] | Interest Rate (annual) [Member]            
Fair value measurement input [4]   1.63   2.88 1.62 [2] 1.23 [1],[2]
Warrant [Member] | Volatility (annual) [Member]            
Fair value measurement input [2]   53.66   64.05 179.36 246.44 [1]
[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 historical daily volatility of Optex Systems Holdings, Inc. as of each presented period ending date.
[3] Based on the trading value of common stock of Optex Systems Holdings, Inc. as of each presented period ending date.
[4] Interest rate for U.S. Treasury Bonds, as of each presented period ending date, as published by the U.S. Federal Reserve.