Companies seeing a skew towards puts in the previous session: Wells Fargo & Co (WFC), HSBC, plc. (HBC), Research in Motion (RIMM), Las Vegas Sands Corp. (LVS), Barrick Gold (ABX), Merrill Lynch & Co. (MER), SunTrust Banks (STI), 3M (MMM), Western Digital (WDC), KB HOME (KBH), Monsanto Co (MON), WellPoint Health Networks (WLP), U.S. Bancorp (USB), Weyerhaeuser (WY), Trina Solar Limited (TSL), Capital One Financial (COF), Zions Bancorporation (ZION), Boyd Gaming (BYD), ONYX Pharmaceuticals (ONXX), CommScope (CTV), BB&T Corp. (BBT), Cadence Design Systems (CDNS), NRG Energy (NRG), Wynn Resorts (WYNN), Nova Chemicals (NCX).

Companies seeing a skew towards calls in the previous session: Apple Inc (AAPL), Sirius Satellite Radio (SIRI), Fannie Mae (FNM), Chesapeake Energy (CHK), Microsoft (MSFT), Yahoo! (YHOO), EMC Corp. (EMC), General Electric (GE), DryShips Inc. (DRYS), Citrix Systems (CTXS), Goldcorp Incorporated (GG), Starwood Hotels & Resorts (HOT), SPDR Gold Trust (GLD), FREDDIE MAC (FRE), AT&T Corp. (T), NetApp Inc (NTAP), Continental Airlines (CAL), VMware, Inc. (VMW), Delta Air Lines (DAL), Pfizer (PFE), Visa Inc. (V), Bristol-Myers Squibb (BMY), Broadcom (BRCM), Target Corp. (TGT), XTO Energy (XTO).

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