Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), PowerShares QQQ Trust (QQQQ), Capital One Financial (COF), Wells Fargo & Co (WFC), Bank of America (BAC), Intel Corp. (INTC), Lehman Brothers Holdings Inc (LEH), ICICI Bank (IBN), Costco Wholesale (COST), Wachovia (WB), Lamar Advertising (LAMR), MORGAN STANLEY (MS), J.P. Morgan Chase & Co. (JPM), Dell (DELL), Amgen (AMGN), Halliburton (HAL), Marshall & Ilsley (MI), HSBC, plc. (HBC), LifePoint Hospitals (LPNT), Adobe Systems Incorporated (ADBE), Daktronics (DAKT), CF Industries Holdings (CF), FairPoint Communications, Inc. (FRP), Nokia Corp. (NOK), National Semiconductor (NSM).

Companies seeing a skew towards calls in the previous session: Microsoft (MSFT), Citigroup (C), Marvell Technology Group (MRVL), Sprint Nextel (S), Peabody Energy (BTU), Biogen Idec Inc (BIIB), Gold Fields. (GFI), Freeport-McMoRan Copper & Gold (FCX), Chesapeake Energy (CHK), Newmont Mining (NEM), OM Group (OMG), ONYX Pharmaceuticals (ONXX), Crocs, Inc. (CROX), Corning Incorporated (GLW), Goldcorp Incorporated (GG), Visa Inc. (V), Genentech (DNA), Monster Worldwide (MNST), EMC Corp. (EMC), IBM (IBM), Hershey Foods (HSY), SanDisk Corp. (SNDK), Pfizer (PFE), Hercules Offshore, Inc. (HERO), Yahoo! (YHOO).

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