Companies seeing a skew towards puts in the previous session: Target Corp. (TGT), Wells Fargo & Co (WFC), HSBC, plc. (HBC), Goldman Sachs Group (GS), 3M (MMM), Wal-Mart Stores (WMT), Hewlett-Packard (HPQ), Iron Mountain Incorporated (IRM), Best Buy Co. (BBY), Micron Technology Inc (MU), Amazon.com Inc (AMZN), Merrill Lynch & Co. (MER), AMR Corp. (AMR), Symantec (SYMC), Home Depot (HD), Netflix Inc (NFLX), PNC Financial Services Group (PNC), Cree Inc (CREE), Prudential Financial (PRU), Harley-Davidson (HOG), IBM (IBM), J.C. Penney Holding (JCP), McDonald's (MCD), AutoZone (AZO), First Solar Inc (FSLR).

Companies seeing a skew towards calls in the previous session: Bank of America (BAC), Yahoo! (YHOO), J.P. Morgan Chase & Co. (JPM), Intel Corp. (INTC), Cisco Systems (CSCO), SPDR Gold Trust (GLD), Freeport-McMoRan Copper & Gold Inc (FCX), Ford Motor Co (F), Alcoa (AA), Dell Inc (DELL), Peabody Energy Corp (BTU), FedEx Corp. (FDX), Semtech Corp. (SMTC), Newmont Mining (NEM), Nexen (NXY), Kinross Gold (KGC), Western Digital (WDC), Barrick Gold (ABX), Ace Limited (ACE), Wyeth (WYE), Ambac Financial Group Inc (ABK), Potash Corp. of Saskatchewan (POT), Motorola (MOT), YRC Worldwide Inc (YRCW), CME Group Inc (CME).

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