Quarterly report pursuant to Section 13 or 15(d)

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

v3.21.1
Warrant Liabilities - Schedule of Fair Value Warrant Liabilities (Details) - Warrant [Member]
Mar. 29, 2021
$ / shares
Mar. 28, 2021
Employee
$ / shares
Sep. 27, 2020
$ / shares
Sep. 29, 2019
$ / shares
Exercise Price $ 1.50 [1] $ 1.50 [2] $ 1.50 [1] $ 1.50 [1]
Warrant Expiration Date Aug. 26, 2021 [1] Aug. 26, 2021 [2] Aug. 26, 2021 [1] Aug. 26, 2021 [1]
Stock Price $ 1.67 [3] $ 1.84 [4] $ 1.96 [3] $ 1.56 [3]
Time to Maturity (Years) 1 year 4 months 24 days   10 months 25 days 1 year 10 months 25 days
Calculated fair value per share $ 0.47   $ 0.62 $ 0.49
Interest Rate (Annual) [Member]        
Fair value measurement input 0.33 [5] 0.04 [6] 0.12 [5] 1.63 [5]
Time to Maturity (Years)   4 months 24 days    
Calculated fair value per share   $ 0.41    
Volatility (Annual) [Member]        
Fair value measurement input 51.04 45.12 51.67 53.66
[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 terms provided in the warrant agreement to purchase common stock of Optex Systems Holdings, Inc. dated August 26, 2016.
[3] Based on the trading value of common stock of Optex Systems Holdings, Inc. as of each presented period ended date.
[4] Based on the trading value of common stock of Optex Systems Holdings, Inc. as of each presented period ended date.
[5] Interest rate for U.S. Treasury Bonds as each presented period ended date, as published by the U.S. Federal Reserve.
[6] Interest rate for U.S. Treasury Bonds as each presented period ended date, as published by the U.S. Federal Reserve.