Companies seeing a skew towards puts in the previous session: Citigroup Inc (C), Morgan Stanley (MS), Wachovia (WB), Wells Fargo & Co (WFC), Applied Materials (AMAT), Juniper Networks (JNPR), BB&T Corp. (BBT), Hewlett-Packard (HPQ), MBIA Inc (MBI), HSBC, plc. (HBC), Toll Brothers (TOL), Best Buy Co. (BBY), JOHNSON & JOHNSON (JNJ), CIGNA Corp. (CI), Capital One Financial (COF), Cognizant Technology Solutions (CTSH), Starbucks Corp (SBUX), Las Vegas Sands Corp. (LVS), Prudential Financial (PRU), TD Ameritrade Holding (AMTD), GENWORTH FINANCIAL INC (GNW), Eli Lilly and (LLY), Regions Financing Tr I (RF), Verizon Communications (VZ), KEYCORP (KEY).

Companies seeing a skew towards calls in the previous session: Apple Inc (AAPL), Allscripts Healthcare Solutions Inc (MDRX), Goldcorp Incorporated (GG), UnitedHealth Group Inc (UNH), EMC Corp. (EMC), SPDR Gold Trust (GLD), DryShips Inc. (DRYS), AT&T Corp. (T), Pfizer (PFE), QUALCOMM Incorporated (QCOM), Adobe Systems Incorporated (ADBE), Intel Corp. (INTC), Google Inc (GOOG), Halliburton (HAL), Petroleo Brasileiro SA (PBR), Exxon Mobil (XOM), Chesapeake Energy (CHK), Motorola (MOT), Take-Two Interactive Software (TTWO), Amgen Inc (AMGN), Valero Energy (VLO), Washington Mutual Inc (WM), United States Steel Corp (X), Oracle Corp. (ORCL), SunPower Corporation (SPWR).

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