Note 9 - Stock-based Compensation - Assumptions Used in the Black-Scholes Option Pricing Model (Details) - Share-based Payment Arrangement, Option [Member]	9 Months Ended
Sep. 30, 2021	Sep. 30, 2020
Expected life (Year)	6 years 3 months	6 years 3 months
Expected dividend yield	0.00%	0.00%
Minimum [Member]
Risk-free interest rate	0.80%	0.50%
Expected volatility	45.28%	42.40%
Maximum [Member]
Risk-free interest rate	1.12%	1.47%
Expected volatility	45.53%	43.83%

The estimated dividend rate (a percentage of the share price) to be paid (expected dividends) to holders of the underlying shares over the option's term.

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- Definition

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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- Definition

The risk-free interest rate assumption that is used in valuing an option on its own shares.

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Expected term of award under share-based payment arrangement, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents reported fact of one year, five months, and thirteen days.

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-Name Accounting Standards Codification
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