Companies seeing a skew towards puts in the previous session: Intel Corp. (INTC), State Street (STT), Sunoco (SUN), Newmont Mining (NEM), Martek Biosciences (MATK), Dell Inc (DELL), Deere & Co (DE), Best Buy Co. (BBY), Energy Conversion Devices, Inc (ENER), Eastman Kodak (EK), Juniper Networks (JNPR), Caterpillar (CAT), NVIDIA Corp. (NVDA), Abercrombie & Fitch (ANF), American Eagle Outfitters (AEO), Wynn Resorts Limited (WYNN), Coca-Cola (KO), Johnson & Johnson (JNJ), Arch Coal (ACI), Cemex Sa De Cv A Ads (CX), F5 Networks (FFIV), Kohl's Corp. (KSS), Wells Fargo & Co (WFC), J.C. Penney Holding (JCP), SunTrust Banks (STI) .

Companies seeing a skew towards calls in the previous session: Apple Inc (AAPL), General Motors Corp (GM), Rohm and Haas (ROH), General Electric (GE), Chesapeake Energy Corp (CHK), Alcoa (AA), Genentech Inc (DNA), Bank of America (BAC), SPDR Gold Trust (GLD), Yahoo! (YHOO), JA Solar Holdings Co., Ltd. (JASO), Ford Motor Co (F), Bristol-Myers Squibb (BMY), Rambus Inc (RMBS), Schlumberger N.V. (SLB), SanDisk Corp. (SNDK), JDS Uniphase (JDSU), Pfizer (PFE), ChevronTexaco (CVX), Dow Chemical (DOW), Goldcorp Incorporated (GG), Visa Inc. (V), Verizon Communications (VZ), Trina Solar Limited (TSL), Dendreon Corp (DNDN) .

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