Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), AK Steel Holding (AKS), National Semiconductor (NSM), HSBC, plc. (HBC), Washington Mutual (WM), Western Digital (WDC), MBIA (MBI), Suncor Energy (SU), LM Ericsson Telephone (ERIC), Dendreon (DNDN), Starwood Hotels & Resorts (HOT), Zimmer (ZMH), Countrywide Financial (CFC), Cheniere Energy (LNG), Medicis Pharmaceutical (MRX), Nokia Corp. (NOK), Intel Corp. (INTC), Wells Fargo & (WFC), MORGAN STANLEY (MS), Pulte Homes (PHM), Herbalife Ltd. (HLF), Lehman Brothers (LEH), United States Steel (X), Sohu.com (SOHU), Prudential Financial (PRU).

Companies seeing a skew towards calls in the previous session: Visa Inc. (V), Citigroup (C), Valero Energy (VLO), Alcoa (AA), Sprint Nextel (S), ONYX Pharmaceuticals (ONXX), Sirius Satellite Radio (SIRI), Cisco Systems (CSCO), priceline.com Incorporated (PCLN), MGM Mirage (MGM), DIAMONDS Trust Series I (DIA), Yingli Green Energy Holding Co. (YGE), Circuit City Stores (CC), Tesoro Petroleum (TSO), Google (GOOG), NetApp Inc (NTAP), Sotheby's Holdings (BID), Oracle Corp. (ORCL), JA Solar Holdings Co., Ltd. (JASO), Marvell Technology Group (MRVL), Broadcom (BRCM), Genentech (DNA), AES Corp. (AES), Exxon Mobil (XOM), 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