Quarterly report pursuant to Section 13 or 15(d)

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

v3.20.2
Warrant Liabilities - Schedule of Fair Value Warrant Liabilities (Details)
Jun. 28, 2020
Employee
$ / shares
Mar. 29, 2020
$ / shares
Sep. 29, 2019
Employee
$ / shares
Jun. 30, 2019
Employee
$ / shares
Sep. 30, 2018
Employee
$ / shares
Exercise Price   $ 0.85      
Warrant [Member]          
Exercise Price $ 1.50 [1]   $ 1.50 [1] $ 1.50 $ 1.50 [1]
Warrant Expiration Date Aug. 26, 2021 [1]   Aug. 26, 2021 [1] Aug. 26, 2021 Aug. 26, 2021 [1]
Stock Price $ 1.90   $ 1.56 $ 2.06 [2] $ 1.71
Time to Maturity (Years) 1 year 153 days   1 year 10 months 25 days 2 years 153 days 2 years 10 months 25 days
Calculated fair value per share $ 0.62   $ 0.49 $ 0.93 $ 0.82
Warrant [Member] | Interest Rate (Annual) [Member]          
Fair value measurement input | Employee [3] 0.17   1.63 1.78 2.88
Warrant [Member] | Volatility (Annual) [Member]          
Fair value measurement input | Employee 52.82   53.66 57.56 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.