Companies seeing a skew towards puts in the previous session: PowerShares QQQ Trust (QQQQ), Lennar Corp. (LEN), Cemex Sa De Cv A Ads (CX), Exxon Mobil (XOM), General Electric (GE), Toll Brothers (TOL), Alcoa (AA), Goldman Sachs Group (GS), SPDR Gold Trust (GLD), Frontier Oil (FTO), Broadcom (BRCM), J.P. Morgan Chase & Co. (JPM), Lexmark International (LXK), EMC Corp. (EMC), U.S. Bancorp (USB), Potash Corp. of Saskatchewan (POT), Tesoro Petroleum (TSO), Barnes & Noble (BKS), Comcast Corp. (CMCSK), BB&T Corp. (BBT), Petroleo Brasileiro SA (PBR), Capital One Financial Corp (COF), Bed Bath & Beyond (BBBY), Nucor Corp. (NUE), Polycom (PLCM).

Companies seeing a skew towards calls in the previous session: Apple Inc (AAPL), Harmony Gold Mining Co.. (HMY), Bank of America (BAC), Ultra Petroleum (UPL), Yahoo! (YHOO), DIAMONDS Trust Series I (DIA), Dow Chemical (DOW), Morgan Stanley (MS), Goldcorp Incorporated (GG), Intel Corp. (INTC), Stryker Corp. (SYK), Cadence Design Systems (CDNS), CVS Corp. (CVS), Genentech Inc (DNA), Applied Materials (AMAT), Chesapeake Energy Corp (CHK), Research in Motion Limited (RIMM), Suncor Energy (SU), KB HOME (KBH), Cabot Oil & Gas (COG), Motorola (MOT), Target Corp. (TGT), AK Steel Holding Corp (AKS), Monsanto Co (MON), Advanced Micro Devices Inc (AMD).

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