Option Skews - EMC Corp, VMware Inc, Research in Motion, Dendreon, First Solar Inc, CIENA Corp, Sun Microsystems, Herbalife Ltd

Companies seeing a skew towards puts in the previous session: PowerShares QQQ Trust (QQQQ), Wachovia (WB), Wells Fargo & Co (WFC), Bank of America (BAC), Citigroup (C), U.S. Bancorp (USB), General Motors (GM), VMware, Inc. (VMW), Xerox Corp. (XRX), Procter & Gamble (PG), Genzyme General (GENZ), Intel Corp. (INTC), CIENA Corp. (CIEN), Wal-Mart Stores (WMT), CIGNA Corp. (CI), Tessera Technologies (TSRA), Tyco International (TYC), National Semiconductor (NSM), Delta Air Lines (DAL), United States Steel Corp (X), D.R. Horton (DHI), IBM (IBM), Herbalife Ltd. (HLF), Delta Petroleum (DPTR), Altera Corp. (ALTR).

Companies seeing a skew towards calls in the previous session: EMC Corp. (EMC), Dendreon (DNDN), Elan, plc (ELN), Visa Inc. (V), Research in Motion (RIMM), Coeur d'Alene Mines (CDE), Chesapeake Energy (CHK), Akamai Technologies (AKAM), Pride International (PDE), Weyerhaeuser (WY), Sun Microsystems (JAVA), AK Steel Holding Corp (AKS), MasterCard Incorporated (MA), Alpharma (ALO), UnitedHealth Group Incorporated (UNH), QUALCOMM Incorporated (QCOM), Amylin Pharmaceuticals (AMLN), Goldcorp Incorporated (GG), ONYX Pharmaceuticals (ONXX), WellPoint Health Networks (WLP), Amgen (AMGN), First Solar, Inc. (FSLR), Express Scripts (ESRX), Yahoo! (YHOO), Agnico-Eagle Mines (AEM).

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

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