Companies seeing a skew towards puts in the previous session: J.P. Morgan Chase & Co. (JPM), United States Steel Corp (X), BJ's Wholesale Club (BJ), Amazon.com Inc (AMZN), Adobe Systems Incorporated (ADBE), Toll Brothers (TOL), Broadcom (BRCM), Sun Microsystems (JAVA), Netflix Inc (NFLX), IBM (IBM), UBS AG (UBS), Salesforce.com Inc (CRM), Suncor Energy (SU), Capital One Financial Corp (COF), BB&T Corp. (BBT), Best Buy Co. (BBY), Wynn Resorts Limited (WYNN), NII Holdings Inc (NIHD), Simon Property Group (SPG), MetLife (MET), J.C. Penney Holding (JCP), Costco Wholesale (COST), Linear Technology (LLTC), Dow Chemical (DOW), Burlington Northern Santa Fe (BNI).

Companies seeing a skew towards calls in the previous session: Bank of America (BAC), Microsoft (MSFT), Merrill Lynch & Co. (MER), Cisco Systems (CSCO), SPDR Gold Trust (GLD), Yamana Gold Inc (AUY), General Electric (GE), EMC Corp. (EMC), Ford Motor Co (F), Home Depot (HD), Goldcorp Incorporated (GG), AT&T Corp. (T), Chesapeake Energy Corp (CHK), Barrick Gold (ABX), Hecla Mining (HL), Freeport-McMoRan Copper & Gold Inc (FCX), Hartford Financial Services Group (HIG), Yahoo! (YHOO), U.S. Bancorp (USB), BCE (BCE), Ambac Financial Group Inc (ABK), Alcoa (AA), eBay Inc (EBAY), Sherwin-Williams (SHW), Potash Corp. of Saskatchewan (POT) .

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