Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), PowerShares QQQ Trust (QQQQ), Encore Wire (WIRE), Moody's Corp. (MCO), WellPoint Health Networks (WLP), Health Net (HNT), Weyerhaeuser (WY), Pfizer (PFE), Oracle Corp. (ORCL), Suncor Energy (SU), Countrywide Financial (CFC), Exxon Mobil (XOM), Quicksilver Resources (KWK), Select Sector SPDR Trust (XL), Massey Energy (MEE), Fifth Third Bancorp (FITB), Archer-Daniels-Midland (ADM), Bristol-Myers Squibb (BMY), SunPower Corporation (SPWR), YRC Worldwide (YRCW), Lennar Corp. (LEN), General Motors (GM), Netlogic Microsystems (NETL), Electronic Arts (ERTS), LDK Solar Co., Ltd. (LDK).

Companies seeing a skew towards calls in the previous session: Yahoo! (YHOO), EMC Corp. (EMC), NVIDIA Corp. (NVDA), Research in Motion (RIMM), Visa Inc. (V), Apple (AAPL), Sina Corp. (SINA), Citigroup (C), Sirius Satellite Radio (SIRI), Hewlett-Packard (HPQ), General Electric (GE), Yingli Green Energy Holding Company (YGE), Halliburton (HAL), Paychex (PAYX), UnitedHealth Group Incorporated (UNH), DryShips Inc. (DRYS), China Life Insurance (LFC), Kohl's Corp. (KSS), Temple-Inland (TIN), American Express (AXP), Marvell Technology Group (MRVL), Schlumberger N.V. (SLB), Adobe Systems Incorporated (ADBE), eBay (EBAY), Raytheon (RTN).

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