Companies seeing a skew towards puts in the previous session: American Express (AXP), Microsoft (MSFT), Wal-Mart Stores (WMT), Sonic (SONC), Pfizer (PFE), Leucadia National (LUK), General Dynamics (GD), DIAMONDS Trust Series I (DIA), MGM Mirage (MGM), Dell Inc (DELL), Coca-Cola (KO), Yum! Brands (YUM), eBay Inc (EBAY), Wells Fargo & Co (WFC), Frontline. (FRO), Coach (COH), Simon Property Group (SPG).

Companies seeing a skew towards calls in the previous session: Citigroup Inc (C), Ford Motor Co (F), Micron Technology Inc (MU), Advanced Micro Devices Inc (AMD), Fannie Mae (FNM), Freddie Mac (FRE), Patterson-UTI Energy (PTEN), China Life Insurance Co Ltd (LFC), QUALCOMM Incorporated (QCOM), Walt Disney (DIS), Goldcorp Incorporated (GG), EMC Corp. (EMC), Morgan Stanley (MS), Johnson & Johnson (JNJ), Motorola (MOT), American International Group (AIG), Rambus Inc (RMBS), Teva Pharmaceutical Industries (TEVA), Time Warner (TWX), Tessera Technologies (TSRA), Gerdau S.A. (GGB), General Growth Properties (GGP), Trinity Industries (TRN).

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