Annual report pursuant to Section 13 and 15(d)

Warrant Liabilities (Details)

v3.7.0.1
Warrant Liabilities (Details) - Warrant [Member] - $ / shares
 12 Months Ended
Aug. 26, 2016
Oct. 02, 2016
Exercise Price [1] $ 1.50 $ 1.50
Warrant Expiration Date [1] Aug. 26, 2021  
Price per share [2] $ 0.7558 [1] $ 0.9349
Interest Rate (annual) [3] 1.23% [1] 1.14%
Volatility (annual) [4] 246.44% [1] 242.17%
Time to Maturity 5 years [1] 4 years 10 months 24 days
Number of Steps [1] 5 years  
Calculated fair value per share $ 0.93 [1] $ 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 October 2, 2016.
[3] Interest rate for U.S. Treasury Bonds, as of August 26, 2016 and October 2, 2016 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.