Companies seeing a skew towards puts in the previous session: General Electric (GE), State Street Corp (STT), Intel Corp. (INTC), Sears Holdings Corp (SHLD), Google Inc (GOOG), Exxon Mobil (XOM), Eastman Kodak (EK), Zions Bancorporation (ZION), American Express (AXP), Morgan Stanley (MS), Polycom (PLCM), Target Corp. (TGT), Kraft Foods (KFT), Sunoco (SUN), SAP Aktiengesellschaft Systeme (SAP), Linear Technology (LLTC), Kroger (KR), Procter & Gamble (PG), Best Buy Co. (BBY), Xilinx (XLNX), Data Domain, Inc. (DDUP), National Semiconductor (NSM), CSX Corp. (CSX), Automatic Data Processing (ADP), Accenture. (ACN).

Companies seeing a skew towards calls in the previous session: Citigroup Inc (C), Ford Motor Co (F), DryShips Inc. (DRYS), General Motors Corp (GM), Bank of America (BAC), Yahoo! (YHOO), SPDR Gold Trust (GLD), Alcoa (AA), U.S. Bancorp (USB), Chesapeake Energy Corp (CHK), Costco Wholesale (COST), Valero Energy (VLO), Harmony Gold Mining Co.. (HMY), Rowan Companies (RDC), Freeport-McMoRan Copper & Gold Inc (FCX), Yamana Gold Inc (AUY), Reliant Resources (RRI), Taiwan Semiconductor Manufacturing (TSM), Verizon Communications (VZ), Hecla Mining (HL), eBay Inc (EBAY), Schlumberger N.V. (SLB), Research in Motion Limited (RIMM), Oracle Corp. (ORCL), Archer-Daniels-Midland (ADM) .

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