Companies seeing a skew towards puts in the previous session: Bank of America (BAC), QUALCOMM Incorporated (QCOM), Western Digital (WDC), MBIA (MBI), BB&T Corp. (BBT), Capital One Financial (COF), Fifth Third Bancorp (FITB), Xilinx (XLNX), WellPoint Health Networks (WLP), Dell (DELL), Carnival (CCL), Wells Fargo & (WFC), GrafTech International (GTI), Walgreen (WAG), CARMAX INC (KMX), YRC Worldwide (YRCW), Broadcom (BRCM), Lazard Ltd (LAZ), Coca-Cola Enterprises (CCE), Juniper Networks (JNPR), Target Corp. (TGT), FedEx Corp. (FDX), OraSure Technologies (OSUR), FREDDIE MAC (FRE), Herbalife Ltd. (HLF).

Companies seeing a skew towards calls in the previous session: Sirius Satellite Radio (SIRI), Goldman Sachs Group (GS), Intel Corp. (INTC), Yahoo! (YHOO), Research in Motion (RIMM), Noble Corp. (NE), Invitrogen (IVGN), Nabors Industries (NBR), Chesapeake Energy (CHK), Visa Inc. (V), Google (GOOG), Coeur d'Alene Mines (CDE), Radioshack (RSH), TASER International (TASR), Marvell Technology Group (MRVL), Petroleo Brasileiro S.A.- Petrobras (PBR), Oracle Corp. (ORCL), Schlumberger N.V. (SLB), DryShips Inc. (DRYS), ONYX Pharmaceuticals (ONXX), Solarfun Power Holdings Co., Ltd. (SOLF), Rambus (RMBS), Sina Corp. (SINA), IBM (IBM), Yingli Green Energy Holding Company (YGE).

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