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Note 6 - Stock Compensation Expense (Detail) - Summary of assumptions used to determin the fair value of each option grant using the Black-Scholes option-pricing model:	15 Months Ended		3 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2012 Minimum [Member]	Dec. 31, 2012 Maximum [Member]
Expected life of option (years)	5 years	3 years 292 days	3 years	5 years
Risk-free interest rate	2.40%	0.40%	0.40%	0.80%
Volatility of stock	73.00%	77.00%	72.00%	79.00%
Forfeiture rate	0.00%	0.00%	0.00%	16.00%

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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