Companies seeing a skew towards puts in the previous session: SPDR Trust Series I (SPY), Wells Fargo & Co (WFC), PowerShares QQQ Trust (QQQQ), Intel Corp. (INTC), Dow Chemical (DOW), Priceline.com Inc (PCLN), Morgan Stanley (MS), Caterpillar (CAT), HSBC, plc. (HBC), Zions Bancorporation (ZION), Brunswick (BC), Altera Corp. (ALTR), Linear Technology (LLTC), V.F. Corp. (VFC), Wynn Resorts Limited (WYNN), NetApp Inc (NTAP), Nike (NKE), Nokia Corp. (NOK), Constellation Energy Group (CEG), Apollo Group (APOL), MBIA Inc (MBI), Occidental Petroleum (OXY), H&R Block (HRB), Energy Transfer Partners (ETP), Riverbed Technology, Inc. (RVBD).

Companies seeing a skew towards calls in the previous session: Motorola (MOT), SPDR Gold Trust (GLD), DryShips Inc. (DRYS), Research in Motion Limited (RIMM), Rohm and Haas (ROH), Pfizer (PFE), Hartford Financial Services Group (HIG), Chesapeake Energy Corp (CHK), Hewlett-Packard (HPQ), Apache Corp. (APA), Electronic Arts Inc (ERTS), General Electric (GE), Potash Corp. of Saskatchewan (POT), J.P. Morgan Chase & Co. (JPM), Ford Motor Co (F), Diana Shipping Inc. (DSX), Monsanto Co (MON), Coca-Cola (KO), Las Vegas Sands Corp. (LVS), SanDisk Corp. (SNDK), Union Pacific Corp (UNP), Johnson & Johnson (JNJ), Verizon Communications (VZ), Genco Shipping & Trading Limited (GNK), Goldcorp Incorporated (GG).

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