Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Exxon Mobil Corp (XOM), Costco Wholesale (COST), Best Buy Co. (BBY), Petroleo Brasileiro SA (PBR), COLGATE-PALMOLIVE (CL), AMR Corp. (AMR), Chubb Corp. (CB), Lockheed Martin (LMT), Coach (COH), CARMAX INC (KMX), Peabody Energy (BTU), Carnival (CCL), Cypress Bioscience (CYPB), Baker Hughes Incorporated (BHI), Eastman Kodak (EK), HSBC, plc. (HBC), Whole Foods Market Inc (WFMI), Hewlett-Packard (HPQ), Dow Chemical (DOW), Johnson Controls (JCI), FactSet Research Systems (FDS), Abercrombie & Fitch (ANF), Ross Stores (ROST), General Dynamics (GD).

Companies seeing a skew towards calls in the previous session: Citigroup Inc (C), Bank of America (BAC), General Electric (GE), SPDR Gold Trust (GLD), Hartford Financial Services Group (HIG), Advanced Micro Devices Inc (AMD), Yahoo! (YHOO), Genworth Financial Inc (GNW), Marvell Technology Group (MRVL), J.P. Morgan Chase & Co. (JPM), Ford Motor Co (F), QUALCOMM Incorporated (QCOM), Freeport-McMoRan Copper & Gold Inc (FCX), Visa Inc. (V), Yamana Gold Inc (AUY), Focus Media Holding Limited (FMCN), United States Steel Corp (X), Monsanto Co (MON), Research in Motion Limited (RIMM), Harmony Gold Mining Co.. (HMY), Baidu.com Inc. (BIDU), Boeing (BA), Pfizer (PFE), MGM Mirage (MGM), Take-Two Interactive Software (TTWO).

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