Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Prudential Financial (PRU), Wells Fargo & Co (WFC), HSBC, plc. (HBC), Radioshack Corp (RSH), Adobe Systems Incorporated (ADBE), J.C. Penney Holding (JCP), Wynn Resorts Limited (WYNN), Occidental Petroleum (OXY), Akamai Technologies Inc (AKAM), Symantec (SYMC), Toll Brothers Inc (TOL), J.P. Morgan Chase & Co. (JPM), Sun Microsystems (JAVA), Harley-Davidson (HOG), Sears Holdings Corp (SHLD), CNOOC (CEO), Grupo Televisa S.A. (TV), Broadcom (BRCM), Fifth Third Bancorp (FITB), United Parcel Service (UPS), Texas Instruments Incorporated (TXN), CF Industries Holdings Inc (CF), Sotheby's Holdings (BID), Monsanto Co (MON).

Companies seeing a skew towards calls in the previous session: MEMC Electronic Materials (WFR), Yahoo! (YHOO), Microsoft (MSFT), Goldman Sachs Group (GS), Citigroup Inc (C), Advanced Micro Devices (AMD), Pfizer (PFE), Coventry Health Care (CVH), General Electric (GE), Biogen Idec Inc (BIIB), General Motors Corp (GM), EMC Corp. (EMC), Yamana Gold Inc (AUY), Goldcorp Incorporated (GG), Chesapeake Energy Corp (CHK), Bristol-Myers Squibb (BMY), Google Inc (GOOG), Alcoa (AA), Anheuser-Busch Companies (BUD), Dell Inc (DELL), Genentech Inc (DNA), Valero Energy (VLO), Celgene Corp. (CELG), Freeport-McMoRan Copper & Gold Inc (FCX), Applied Materials (AMAT).

This filtered scan is based on the International Securities Exchange (ISE) buy-to-open data. It looks for stocks where the previous day's put volume on the ISE is at least twice as great as the call volume. It then sorts the stocks based on the put volume. Since this is buy-to-open data, this can be a good source for finding stocks where skepticism is emerging. Of particular interest to me would be situations where we see put activity on stocks that are still in intermediate-term uptrends. This would be a potentially encouraging sign from the contrarian perspective.

This filtered scan is based on the International Securities Exchange (ISE) buy-to-open data. It looks for stocks where the previous day's call volume on the ISE is at least twice as great as the put volume. It then sorts the stocks based on the call volume. Since this is buy-to-open data, this can be a good source for finding stocks where optimism is emerging. Of particular interest to me would be situations where we see call activity on stocks that are still in intermediate-term downtrends. This would be a potentially cautionary sign from the contrarian perspective