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Note 10 - Stock-Based Compensation (Detail) - Stock option valuation assumptions using Black-Scholes option pricing model	3 Months Ended	6 Months Ended
	Jun. 30, 2011	Jun. 30, 2012 Minimum [Member]	Jun. 30, 2011 Minimum [Member]	Jun. 30, 2012 Maximum [Member]	Jun. 30, 2011 Maximum [Member]
Risk-free interest rate	2.14%	0.87%	2.14%	1.14%	2.17%
Expected dividend yield	0.00%
Expected terms in years	6 years	5 years	5 years 6 months	6 years	6 years
Expected volatility	112.00%	147.00%	112.00%	157.00%	118.00%

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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