Companies seeing a skew towards puts in the previous session: Juniper Networks (JNPR), Eli Lilly and (LLY), Las Vegas Sands Corp. (LVS), U.S. Bancorp (USB), Dell (DELL), DIAMONDS Trust Series I (DIA), Range Resources (RRC), Annaly Mortgage Management (NLY), QUALCOMM Incorporated (QCOM), Archer-Daniels-Midland (ADM), Gap (GPS), Schering Plough Cp (SGP), eBay Inc (EBAY), E-Trade Financial Corp (ETFC), Newmont Mining (NEM), Cyberonics (CYBX), Hartford Financial Services Group (HIG), Transocean (RIG), Carnival (CCL), American Axle & Manufacturing (AXL), Oracle Corp. (ORCL), BB&T Corp. (BBT), Monsanto Co (MON), ENSCO International Incorporated (ESV), Palm (PALM).

Companies seeing a skew towards calls in the previous session: Fannie Mae (FNM), Bank of America (BAC), Freddie Mac (FRE), Genentech (DNA), Apple Inc (AAPL), Wachovia (WB), Yahoo! (YHOO), Amylin Pharmaceuticals (AMLN), Encana Corp. (ECA), FORD MOTOR (F), Bristol-Myers Squibb (BMY), Sears Holdings Corp (SHLD), Pfizer (PFE), Chesapeake Energy (CHK), Pepsico (PEP), Advanced Micro Devices (AMD), EMC Corp. (EMC), Suncor Energy (SU), Sprint Nextel (S), Brocade Communications Systems (BRCD), Southern Copper Corp (PCU), Intel Corp. (INTC), Home Depot (HD), Danaher Corp. (DHR), McDermott International (MDR) .

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