Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Valeant Pharmaceuticals International (VRX), Microsoft (MSFT), Wells Fargo & Co (WFC), QUALCOMM Incorporated (QCOM), FedEx Corp. (FDX), HSBC, plc. (HBC), Capital One Financial (COF), Exxon Mobil (XOM), Oracle Corp. (ORCL), Myriad Genetics (MYGN), Amazon.com Inc (AMZN), Nabors Industries (NBR), America Movil, S.A. de C.V. (AMX), Monsanto Co (MON), Cymer (CYMI), Southwestern Energy (SWN), Toll Brothers (TOL), Starbucks Corp (SBUX), Sears Holdings Corp (SHLD), Walt Disney (DIS), American Express (AXP), ChevronTexaco (CVX), KLA-Tencor (KLAC), Target Corp. (TGT).

Companies seeing a skew towards calls in the previous session: General Electric (GE), DryShips Inc. (DRYS), Dendreon Corp (DNDN), Bank of America (BAC), Goldman Sachs Group (GS), Tenet Healthcare (THC), E-Trade Financial Corp (ETFC), Barrick Gold (ABX), Intel Corp. (INTC), Medarex (MEDX), Archer-Daniels-Midland (ADM), Hartford Financial Services Group (HIG), Ambac Financial Group Inc (ABK), Savient Pharmaceuticals, Inc (SVNT), MEMC Electronic Materials (WFR), Morgan Stanley (MS), CIT Group Inc (CIT), United States Steel Corp (X), Genworth Financial Inc (GNW), Yamana Gold Inc (AUY), Wal-Mart Stores (WMT), EMC Corp. (EMC), Seagate Technology (STX), SPDR Gold Trust (GLD), Regions Financial Corp (RF).

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