Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Lehman Brothers (LEH), DIAMONDS Trust Series I (DIA), Interpublic Group of Companies (IPG), JDS Uniphase (JDSU), Occidental Petroleum (OXY), Bare Escentuals, Inc. (BARE), Lennar Corp. (LEN), Suncor Energy (SU), Thornburg Mortgage (TMA), Target Corp. (TGT), SAP Aktiengesellschaft Systeme (SAP), Juniper Networks (JNPR), JOHNSON & JOHNSON (JNJ), J.B. Hunt Transport Services (JBHT), LM Ericsson Telephone (ERIC), Las Vegas Sands Corp. (LVS), American Eagle Outfitters (AEO), Darden Restaurants (DRI), Apache Corp. (APA).

Companies seeing a skew towards calls in the previous session: Visa Inc. (V), Citigroup (C), Apple (AAPL), Microsoft (MSFT), Sirius Satellite Radio (SIRI), Clorox (CLX), Goldman Sachs Group (GS), NetApp Inc (NTAP), Williams Companies (WMB), Hovnanian Enterprises (HOV), Exxon Mobil (XOM), Alcoa (AA), FORD MOTOR (F), Google (GOOG), Valero Energy (VLO), Motorola (MOT), Chesapeake Energy (CHK), Schlumberger N.V. (SLB), Sears Holding (SHLD), Starbucks (SBUX).

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