Companies seeing a skew towards puts in the previous session: PowerShares QQQ Trust (QQQQ), UnitedHealth Group Incorporated (UNH), Bank of America (BAC), Cisco Systems (CSCO), Solarfun Power Holdings Co., Ltd. (SOLF), U.S. Bancorp (USB), American International Group (AIG), Best Buy Co. (BBY), Home Depot (HD), MBIA (MBI), Crocs, Inc. (CROX), HSBC, plc. (HBC), IBM (IBM), ArthroCare (ARTC), Archer-Daniels-Midland (ADM), Kellogg (K), Overseas Shipholding Group (OSG), First Solar, Inc. (FSLR), O'Reilly Automotive (ORLY), Halliburton (HAL), JOHNSON & JOHNSON (JNJ), USG Corp. (USG), Amazon.com (AMZN), Sohu.com (SOHU), Boeing (BA).

Companies seeing a skew towards calls in the previous session: Sirius Satellite Radio (SIRI), Advanced Micro Devices (AMD), Chesapeake Energy (CHK), Elan, plc (ELN), QUALCOMM Incorporated (QCOM), Target Corp. (TGT), BB&T Corp. (BBT), L-3 Communications (LLL), Anheuser-Busch Companies (BUD), Schlumberger N.V. (SLB), NVIDIA Corp. (NVDA), El Paso Corp. (EP), Bunge (BG), Visa Inc. (V), Yahoo! (YHOO), Wyeth (WYE), Occidental Petroleum (OXY), Cameco Corp. (CCJ), Huntington Bancshares Incorporated (HBAN), Marvell Technology Group (MRVL), Barrick Gold (ABX), Gold Fields. (GFI), Sears Holdings Corp (SHLD), Monster Worldwide (MNST), eBay (EBAY).

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