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Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail)

v2.4.1.9
Significant Inputs and Assumptions Used in Binomial Lattice Model for Derivative Liability (Detail) (USD $)
 0 Months Ended 9 Months Ended 12 Months Ended
Feb. 06, 2015
Sep. 26, 2014
Feb. 28, 2015
May 31, 2013
May 31, 2014
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]          
Quoted market price on valuation date $ 0.96us-gaap_FairValueInputsOfferedQuotes $ 0.79us-gaap_FairValueInputsOfferedQuotes $ 0.84us-gaap_FairValueInputsOfferedQuotes    
Contractual conversion rate $ 1.00us-gaap_FairValueAssumptionsExercisePrice $ 1.00us-gaap_FairValueAssumptionsExercisePrice $ 1.00us-gaap_FairValueAssumptionsExercisePrice    
Adjusted conversion price $ 1.0000cydy_FairValueAssumptionsAdjustedConversionPrice [1] $ 0.9759cydy_FairValueAssumptionsAdjustedConversionPrice [1] $ 1.0000cydy_FairValueAssumptionsAdjustedConversionPrice [1]    
Contractual term to maturity (years) 5 months 27 days 2 years   2 years  
Expected volatility 124.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate 123.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate      
Contractual interest rate 2.00%cydy_FairValueAssumptionsContractualInterestRate 5.00%cydy_FairValueAssumptionsContractualInterestRate      
Risk-free rate 0.045%us-gaap_FairValueAssumptionsRiskFreeInterestRate 0.59%us-gaap_FairValueAssumptionsRiskFreeInterestRate   0.28%us-gaap_FairValueAssumptionsRiskFreeInterestRate  
Risk adjusted rate 2.78%cydy_FairValueAssumptionsRiskAdjustedRate 2.69%cydy_FairValueAssumptionsRiskAdjustedRate 2.80%cydy_FairValueAssumptionsRiskAdjustedRate    
Probability of event of default 5.00%us-gaap_FairValueInputsProbabilityOfDefault 5.00%us-gaap_FairValueInputsProbabilityOfDefault 5.00%us-gaap_FairValueInputsProbabilityOfDefault    
Minimum          
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]          
Contractual conversion rate       0.11us-gaap_FairValueAssumptionsExercisePrice
/ us-gaap_RangeAxis
= us-gaap_MinimumMember 		$ 0.66us-gaap_FairValueAssumptionsExercisePrice
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Contractual term to maturity (years)     5 months 5 days   3 years
Expected volatility     90.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember 		70.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember 		78.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Contractual interest rate     1.50%cydy_FairValueAssumptionsContractualInterestRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember 		   
Risk-free rate     0.041%us-gaap_FairValueAssumptionsRiskFreeInterestRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember 		  0.64%us-gaap_FairValueAssumptionsRiskFreeInterestRate
/ us-gaap_RangeAxis
= us-gaap_MinimumMember
Maximum          
Fair Value Inputs, Liabilities, Quantitative Information [Line Items]          
Contractual conversion rate       1.10us-gaap_FairValueAssumptionsExercisePrice
/ us-gaap_RangeAxis
= us-gaap_MaximumMember 		$ 0.72us-gaap_FairValueAssumptionsExercisePrice
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Contractual term to maturity (years)     1 year 6 months 29 days   5 years
Expected volatility     114.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember 		94.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember 		93.00%us-gaap_FairValueAssumptionsExpectedVolatilityRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
Contractual interest rate     5.00%cydy_FairValueAssumptionsContractualInterestRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember 		   
Risk-free rate     0.48%us-gaap_FairValueAssumptionsRiskFreeInterestRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember 		  1.42%us-gaap_FairValueAssumptionsRiskFreeInterestRate
/ us-gaap_RangeAxis
= us-gaap_MaximumMember
[1] The adjusted conversion price input used in the Binomial Lattice Model considers the potential for an adjustment to the stated conversion price due to a future dilutive issuance. This input was calculated using a probability-weighted approach which considered the likelihood of various scenarios occurring including (i) potential success or failure of various phases for PRO 140, (ii) the probability the Company will enter into a future financing and (iii) and the potential price of a future financing.