Companies seeing a skew towards puts in the previous session: DIAMONDS Trust Series I (DIA), FedEx Corp. (FDX), Gold Fields (GFI), Genentech Inc (DNA), Vulcan Materials (VMC), Harley-Davidson (HOG), AFLAC Incorporated (AFL), Hewlett-Packard (HPQ), Wells Fargo & Co (WFC), Schlumberger N.V. (SLB), Amazon.com Inc (AMZN), U.S. Bancorp (USB), IBM (IBM), MEMC Electronic Materials (WFR), Caterpillar (CAT), Simon Property Group (SPG), Gannett Co. (GCI), HSBC, plc. (HBC), Costco Wholesale (COST), Avon Products (AVP), Burlington Northern Santa Fe (BNI), Gymboree (GYMB), MGM Mirage (MGM), American Express (AXP), BP p.l.c. (BP).

Companies seeing a skew towards calls in the previous session: Dell Inc (DELL), Prudential Financial (PRU), Research in Motion Limited (RIMM), Motorola (MOT), Micron Technology Inc (MU), Intel Corp. (INTC), Cisco Systems (CSCO), EMC Corp. (EMC), Las Vegas Sands Corp. (LVS), Adobe Systems Incorporated (ADBE), Petroleo Brasileiro SA (PBR), Visa Inc. (V), NVIDIA Corp. (NVDA), Ford Motor Co (F), QUALCOMM Incorporated (QCOM), Pfizer (PFE), Freeport-McMoRan Copper & Gold Inc (FCX), Transocean (RIG), Peabody Energy (BTU), Altria Group Inc (MO), Staples (SPLS), Oracle Corp. (ORCL), SanDisk Corp. (SNDK), Barrick Gold (ABX), Nike (NKE) .

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