Companies seeing a skew towards puts in the previous session: Lehman Brothers Holdings Inc (LEH), Bank of America (BAC), Sun Microsystems (JAVA), Wachovia (WB), DIAMONDS Trust Series I (DIA), Merrill Lynch & Co. (MER), Marvell Technology Group (MRVL), General Motors (GM), Dell (DELL), Dendreon (DNDN), MBIA (MBI), SunTrust Banks (STI), J.P. Morgan Chase & Co. (JPM), NATIONAL CITY (NCC), Las Vegas Sands Corp. (LVS), Vulcan Materials (VMC), Conseco (CNO), Starbucks Corp (SBUX), Burlington Northern Santa Fe (BNI), BB&T Corp. (BBT), KEYCORP (KEY), American Express (AXP), Synaptics Incorporated (SYNA), MetLife (MET), International Paper (IP).

Companies seeing a skew towards calls in the previous session: Petroleo Brasileiro SA (PBR), Hewlett-Packard (HPQ), Advanced Micro Devices (AMD), Amylin Pharmaceuticals (AMLN), Elan, plc (ELN), SPDR Gold Trust (GLD), TASER International (TASR), MGM Mirage (MGM), EMC Corp. (EMC), AES Corp. (AES), ConocoPhilips (COP), UnitedHealth Group Inc (UNH), American Superconductor (AMSC), Chesapeake Energy (CHK), General Electric (GE), Yahoo! (YHOO), Weyerhaeuser (WY), Take-Two Interactive Software (TTWO), Barrick Gold (ABX), XTO Energy (XTO), Palm (PALM), American Tower (AMT), Crocs, Inc. (CROX), Sears Holdings Corp (SHLD), Broadcom (BRCM).

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