Companies seeing a skew towards puts in the previous session: Citigroup Inc (C), Hewlett-Packard (HPQ), Wells Fargo & Co (WFC), Microsoft (MSFT), AMR Corp. (AMR), PNC Financial Services (PNC), Exxon Mobil Corp (XOM), J.M. Smucker (SJM), Halliburton (HAL), Goldman Sachs Group (GS), Simon Property Group (SPG), Life Time Fitness (LTM), AutoZone (AZO), UnitedHealth Group Inc (UNH), Corning Incorporated (GLW), Polo Ralph Lauren (RL), Trina Solar Limited (TSL), Suntech Power Holdings Co., Ltd. (STP), Leucadia National (LUK), Harley-Davidson (HOG), Home Depot (HD), CSX Corp. (CSX), Sears Holdings Corp (SHLD), J.C. Penney Holding (JCP), McDonald's (MCD).

Companies seeing a skew towards calls in the previous session: Yahoo! (YHOO), Bank of America (BAC), Enterprise Products Partners (EPD), Freeport-McMoRan Copper & Gold Inc (FCX), Starwood Hotels & Resorts (HOT), Cisco Systems (CSCO), Newmont Mining (NEM), CIT Group Inc (CIT), Dell Inc (DELL), Peabody Energy (BTU), Petroleo Brasileiro SA (PBR), Medtronic (MDT), Motorola (MOT), Target Corp. (TGT), Weatherford International (WFT), DryShips Inc. (DRYS), Alcoa (AA), Verizon Communications (VZ), Charlotte Russe Holding (CHIC), Gap (GPS), LDK Solar Co Ltd (LDK), Broadcom (BRCM), IBM (IBM), Amgen Inc (AMGN), SLM Corp. (SLM).

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