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Note L - Stockholders' Equity (Detail) - Black-Scholes Model Assumptions	12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Expected life (years)	6 years	6 years	6 years
Risk-free interest rate	1.10%	1.40%	2.40%
Expected volatility	53.90%	51.60%	46.00%
Expected dividend yield	0.00%	0.00%	0.00%

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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