Companies seeing a skew towards puts in the previous session: Microsoft Corp (MSFT), Target Corp. (TGT), Progressive (PGR), Exxon Mobil (XOM), KB HOME (KBH), Merrill Lynch & Co. (MER), Rohm and Haas (ROH), Coca-Cola (KO), M.D.C. Holdings (MDC), Microsemi (MSCC), Texas Instruments Incorporated (TXN), American Express (AXP), Norfolk Southern (NSC), VMware, Inc. (VMW), Big Lots Inc (BIG), Baidu.com Inc. (BIDU), Tidewater (TDW), Synopsys (SNPS), Dow Chemical (DOW), Moody's Corp. (MCO), Oracle Corp. (ORCL), McDonald's (MCD), Simon Property Group (SPG), Costco Wholesale (COST), Genco Shipping & Trading Limited (GNK).

Companies seeing a skew towards calls in the previous session: Ford Motor Co (F), Home Depot (HD), Dendreon Corp (DNDN), Priceline.com Inc (PCLN), SanDisk Corp. (SNDK), Juniper Networks (JNPR), Wal-Mart Stores (WMT), SPDR Gold Trust (GLD), Yahoo! (YHOO), Xilinx (XLNX), Quanta Services (PWR), Ryland Group (RYL), Nexen (NXY), General Motors Corp (GM), Las Vegas Sands Corp. (LVS), Broadcom (BRCM), Chesapeake Energy Corp (CHK), CIENA Corp. (CIEN), QUALCOMM Incorporated (QCOM), Kinross Gold (KGC), EMC Corp. (EMC), Intel Corp. (INTC), Genentech Inc (DNA), General Mills (GIS), United Technologies (UTX).

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