Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), PowerShares QQQ Trust (QQQQ), Moody's Corp. (MCO), Dendreon Corp (DNDN), J.C. Penney Holding (JCP), United States Steel Corp (X), Wells Fargo & Co (WFC), Petroleo Brasileiro SA (PBR), Amazon.com Inc (AMZN), eBay Inc (EBAY), BB&T Corp. (BBT), Toll Brothers (TOL), The Bank of New York Mellon Corp (BK), 3M (MMM), Public Storage (PSA), Freeport-McMoRan Copper & Gold Inc (FCX), Simon Property Group (SPG), ConocoPhilips (COP), Home Depot (HD), Johnson & Johnson (JNJ), American Express (AXP), Big Lots (BIG), Goodrich (GR), Nokia Corp. (NOK), Starwood Hotels & Resorts (HOT).

Companies seeing a skew towards calls in the previous session: Citigroup Inc (C), Ford Motor Co (F), Yahoo! (YHOO), Silver Wheaton Corp (SLW), Chesapeake Energy Corp (CHK), Nexen (NXY), Research in Motion Limited (RIMM), Intel Corp. (INTC), CIENA Corp. (CIEN), Lions Gate Entertainment (LGF), Genentech Inc (DNA), Hartford Financial Services Group (HIG), Texas Instruments Incorporated (TXN), Walgreen (WAG), Altria Group Inc (MO), Micron Technology Inc (MU), Newmont Mining (NEM), Advanced Micro Devices Inc (AMD), Deere & Co (DE), United Parcel Service (UPS), Xilinx (XLNX), Juniper Networks (JNPR), DryShips Inc. (DRYS), Yamana Gold Inc (AUY), New York Times (NYT).

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