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Note 6 - Share-Based Compensation (Detail) - Option Valuation Assumptions (Stock Options [Member], Black-Scholes Valuation Model [Member])	3 Months Ended	6 Months Ended
	Apr. 30, 2013	Apr. 30, 2013
Stock Options [Member] \| Black-Scholes Valuation Model [Member]
Option valuation assumptions:
Expected dividend yield
Expected volatility	60.50%	63.10%
Risk-free interest rate	0.60%	0.60%
Expected term (years)	4 years 146 days	4 years 146 days

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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