Note 6 - Stock Plans and Stock Based Compensation (Details) - Black-Scholes Valuation Model Assumptions (USD $)
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9 Months Ended | |||||||||||
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Sep. 30, 2014
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Sep. 30, 2014
Director Stock Options [Member]
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Sep. 30, 2013
Employee Stock Option [Member]
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Note 6 - Stock Plans and Stock Based Compensation (Details) - Black-Scholes Valuation Model Assumptions [Line Items] | ||||||||||||
Weighted-average fair value per share (in Dollars per share) | $ 2.88 | $ 2.73 | $ 1.96 | |||||||||
Risk -free interest rate (1) | 1.91% | [1] | 2.63% | [1] | 2.92% | [1] | ||||||
Expected volatility of stock (2) | 61.84% | [2] | 59.59% | [2] | 58.88% | [2] | ||||||
Expected option life (3) (years) | 6 years | [3] | 10 years | [3] | 10 years | [3] | ||||||
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X | ||||||||||
- Details
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X | ||||||||||
- Definition
Represents weighted average fair value per share assumption used in valuing an instrument. No definition available.
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X | ||||||||||
- Definition
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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- 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. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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X | ||||||||||
- Definition
The risk-free interest rate assumption that is used in valuing an option on its own shares. Reference 1: http://www.xbrl.org/2003/role/presentationRef
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