Quarterly report pursuant to Section 13 or 15(d)

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

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Warrant Liabilities - Schedule of Fair Value Warrant Liabilities (Details) - Warrant [Member]
Mar. 31, 2020
$ / shares
Sep. 29, 2019
$ / shares
Mar. 31, 2019
$ / shares
Sep. 30, 2018
$ / shares
Exercise Price [1] $ 1.50 $ 1.50 $ 1.50 $ 1.50
Warrant Expiration Date [1] Aug. 26, 2021 Aug. 26, 2021 Aug. 26, 2021 Aug. 26, 2021
Stock Price [2] $ 1.67 $ 1.56 $ 2.00 $ 1.71
Time to Maturity (Years) 1 year 4 months 24 days 1 year 10 months 25 days 2 years 4 months 24 days 2 years 10 months 25 days
Calculated fair value per share $ 0.47 $ 0.49 $ 0.95 $ 0.82
Interest Rate (Annual) [Member]        
Fair value measurement input [3] 0.33 1.63 2.32 2.88
Volatility (Annual) [Member]        
Fair value measurement input 51.04 53.66 60.54 64.05
[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 each presented period ended date.
[3] Interest rate for U.S. Treasury Bonds as each presented period ended date, as published by the U.S. Federal Reserve.