Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Citigroup Inc (C), American Express (AXP), DIAMONDS Trust Series I (DIA), Wal-Mart Stores (WMT), Moody's Corp. (MCO), Wells Fargo & Co (WFC), Toll Brothers (TOL), Morgan Stanley (MS), Ecolab (ECL), Microchip Technology Incorporated (MCHP), Union Pacific Corp (UNP), Merrill Lynch & Co. (MER), Alcoa (AA), Southwest Airlines (LUV), KLA-Tencor (KLAC), J.P. Morgan Chase & Co. (JPM), AMR Corp. (AMR), USG Corp. (USG), Best Buy Co. (BBY), JDS Uniphase (JDSU), Trina Solar Limited (TSL), IBM (IBM), Marvell Technology Group (MRVL), Synaptics Incorporated (SYNA).

Companies seeing a skew towards calls in the previous session: Microsoft (MSFT), Dendreon Corp (DNDN), International Paper (IP), Teekay Shipping (TK), Kinross Gold (KGC), Yahoo! (YHOO), Pfizer (PFE), Genentech Inc (DNA), Bank of America (BAC), Freeport-McMoRan Copper & Gold Inc (FCX), General Motors Corp (GM), Cisco Systems (CSCO), Advanced Micro Devices (AMD), Prudential Financial (PRU), Delta Air Lines Inc (DAL), American International Group (AIG), Yingli Green Energy Hold Co Ltd (YGE), Peabody Energy (BTU), Barrick Gold (ABX), Applied Materials (AMAT), United States Steel Corp (X), Ford Motor Co (F), Diana Shipping Inc. (DSX), Micron Technology Inc (MU), Chesapeake Energy Corp (CHK).

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