Companies seeing a skew towards puts in the previous session: Wells Fargo & Co (WFC), 3M (MMM), General Motors Corp (GM), Petroleo Brasileiro SA (PBR), Dow Chemical (DOW), Staples (SPLS), Amazon.com Inc (AMZN), Myriad Genetics (MYGN), Moody's Corp. (MCO), Goodyear Tire & Rubber (GT), J.P. Morgan Chase & Co. (JPM), Tessera Technologies (TSRA), Hewlett-Packard (HPQ), Celgene Corp. (CELG), MEMC Electronic Materials (WFR), Suncor Energy (SU), Kohl's Corp. (KSS), Sears Holdings Corp (SHLD), Procter & Gamble (PG), Tiffany & Co. (TIF), Public Storage (PSA), Home Depot (HD), Newmont Mining (NEM), Costco Wholesale (COST), ASTRAZENECA PLC (AZN).

Companies seeing a skew towards calls in the previous session: Ford Motor Co (F), Target Corp. (TGT), Bank of America (BAC), Cisco Systems (CSCO), Yamana Gold Inc (AUY), Vertex Pharmaceuticals Inc (VRTX), Fannie Mae (FNM), Freddie Mac (FRE), QUALCOMM Incorporated (QCOM), National City Corp (NCC), American Eagle Outfitters (AEO), Oracle Corp. (ORCL), Texas Instruments Incorporated (TXN), Broadcom (BRCM), Xilinx (XLNX), SanDisk Corp. (SNDK), DryShips Inc. (DRYS), Bristol-Myers Squibb (BMY), Teva Pharmaceutical Industries (TEVA), Bed Bath & Beyond (BBBY), OmniVision Technologies (OVTI), Rambus Inc (RMBS), Marvell Technology Group (MRVL), F5 Networks (FFIV), Solarfun Power Holdings Co., Ltd. (SOLF).

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