Companies seeing a skew towards puts in the previous session: Wells Fargo & Co (WFC), eBay Inc (EBAY), Amylin Pharmaceuticals (AMLN), Lehman Brothers Holdings Inc (LEH), General Motors (GM), Delta Air Lines (DAL), Merrill Lynch & Co. (MER), Wachovia (WB), American International Group (AIG), Merck (MRK), Dell (DELL), IBM (IBM), Activision Blizzard Inc (ATVI), Suntech Power Holdings Co., Ltd. (STP), U.S. Bancorp (USB), QUALCOMM Incorporated (QCOM), Williams Companies (WMB), General Electric (GE), Ingram Micro (IM), Polo Ralph Lauren (RL), Texas Instruments Incorporated (TXN), Genzyme General (GENZ), United Technologies (UTX), HSBC, plc. (HBC), Cemex Sa De Cv A Ads (CX).

Companies seeing a skew towards calls in the previous session: Citigroup Inc (C), Freddie Mac (FRE), Dendreon (DNDN), Allstate (ALL), NVIDIA Corp. (NVDA), Morgan Stanley (MS), DIAMONDS Trust Series I (DIA), JDS Uniphase (JDSU), Chesapeake Energy (CHK), General Growth Properties (GGP), Amgen Inc (AMGN), Walt Disney (DIS), Exxon Mobil (XOM), SanDisk Corp. (SNDK), Southern Copper Corp (PCU), Smithfield Foods (SFD), Newmont Mining (NEM), JOHNSON & JOHNSON (JNJ), Sears Holdings Corp (SHLD), Apache Corp. (APA), Lennar Corp. (LEN), Take-Two Interactive Software (TTWO), Elan, plc (ELN), XTO Energy (XTO), Medtronic (MDT).

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