Companies seeing a skew towards puts in the previous session: Citigroup Inc (C), Best Buy Co (BBY), Starbucks Corp (SBUX), QUALCOMM Incorporated (QCOM), Hewlett-Packard (HPQ), DIAMONDS Trust Series I (DIA), Goldcorp Incorporated (GG), Wal-Mart Stores (WMT), Leucadia National (LUK), Boeing (BA), American Express (AXP), ConocoPhilips (COP), Wells Fargo & Co (WFC), Amazon.com Inc (AMZN), Time Warner (TWX), Sears Holdings Corp (SHLD), Broadcom (BRCM), Arch Coal (ACI), Target Corp. (TGT), AirTran Holdings Inc (AAI), Ryland Group (RYL), TiVo Inc (TIVO), Toll Brothers (TOL), Bare Escentuals, Inc. (BARE), P.F.Chang's China Bistro (PFCB).

Companies seeing a skew towards calls in the previous session: MEMC Electronic Materials (WFR), Lions Gate Entertainment (LGF), Hartford Financial Services Group (HIG), Bank of America (BAC), EMC Corp. (EMC), Intel Corp. (INTC), Visa Inc. (V), eBay Inc (EBAY), Chesapeake Energy Corp (CHK), Delta Air Lines Inc (DAL), Freddie Mac (FRE), Research in Motion Limited (RIMM), Crocs, Inc. (CROX), LDK Solar Co Ltd (LDK), Anheuser-Busch Companies (BUD), Google Inc (GOOG), Whole Foods Market Inc (WFMI), United States Steel Corp (X), Geron Corp. (GERN), Garmin (GRMN), American International Group (AIG), General Growth Properties (GGP), Freeport-McMoRan Copper & Gold Inc (FCX), IBM (IBM), Suntech Power Holdings Co., Ltd. (STP).

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