Note 6 - Stockholders Equity and Equity Compensation (Detail) - Binomial Option-Pricing Model Assumptions (USD $)	3 Months Ended
Mar. 31, 2012	Mar. 31, 2011
Weighted average grant-date fair value (in Dollars per share)	$ 8.19	$ 11.65
Volatility		49.60%
Volatility	45.20%
Volatility		50.60%
Volatility	45.20%	50.50%
Expected term (years)	7 years	7 years
Dividend yield	0.00%	0.00%
Risk-free rate		2.80%
Risk-free rate	1.50%	2.80%
Risk-free rate		3.00%

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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Expected term of share-based compensation awards, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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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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The estimated measure of the maximum 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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The estimated measure of the minimum 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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The risk-free interest rate assumption that is used in valuing an option on its own shares.

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

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

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The range of expected volatilities used and the weighted-average expected volatility for an entity using a valuation technique with different volatilities during the contractual term.

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The weighted average grant-date fair value of options granted during the reporting period as calculated by applying the disclosed option pricing methodology.

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