Companies seeing a skew towards puts in the previous session: Harley-Davidson (HOG), Century Aluminum (CENX), Walt Disney (DIS), Simon Property Group (SPG), QUALCOMM Incorporated (QCOM), Analog Devices (ADI), American Express (AXP), Target Corp. (TGT), Broadcom Corp (BRCM), Lincoln National (LNC), Newell Rubbermaid (NWL), 3M (MMM), Thornburg Mortgage Inc (TMA), MEMC Electronic Materials (WFR), Duke Energy (DUK), BJ's Wholesale Club (BJ), UBS AG (UBS), Netease.com Inc (NTES), Joy Global (JOYG), Peabody Energy (BTU), Lowe's Companies (LOW), Continental Airlines (CAL), Xilinx (XLNX), VMware, Inc. (VMW), Gamestop Corp (GME).

Companies seeing a skew towards calls in the previous session: Bank of America (BAC), IBM (IBM), Research in Motion Limited (RIMM), Alcoa (AA), SPDR Gold Trust (GLD), Starbucks Corp (SBUX), Goldcorp Incorporated (GG), J.P. Morgan Chase & Co. (JPM), Gap (GPS), United States Steel Corp (X), Barrick Gold (ABX), LDK Solar Co Ltd (LDK), Anheuser-Busch Companies (BUD), Altria Group Inc (MO), Motorola (MOT), AT&T Corp. (T), Kohl's Corp. (KSS), Teekay Shipping (TK), eBay Inc (EBAY), Yahoo! (YHOO), E.I. du Pont de Nemours and (DD), Freeport-McMoRan Copper & Gold Inc (FCX), ConocoPhilips (COP), DryShips Inc. (DRYS), ReneSola Ltd (SOL).

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