Option Skews - Thornburg Mortgage, Sirius Satellite Radio, Visa, Research in Motion, Solarfun Power, EMC, Crocs, SunPower

Companies seeing a skew towards puts in the previous session: Thornburg Mortgage (TMA), Capital One Financial (COF), Broadcom (BRCM), JDS Uniphase (JDSU), Goldcorp Incorporated (GG), NATIONAL CITY (NCC), QLogic Corp. (QLGC), United Parcel Service (UPS), Merrill Lynch & Co. (MER), Emulex Corp. (ELX), Overseas Shipholding Group (OSG), Baker Hughes Incorporated (BHI), Wal-Mart Stores (WMT), EMC Corp. (EMC), MEMC Electronic Materials (WFR), J.P. Morgan Chase & Co. (JPM), Titanium Metals (TIE), Foundry Networks (FDRY), Caterpillar (CAT), ITT Educational Services (ESI).

Companies seeing a skew towards calls in the previous session: ENSCO International Incorporated (ESV), Sirius Satellite Radio (SIRI), DIAMONDS Trust Series I (DIA), Bank of New York (BK), Marriot International (MAR), Research in Motion (RIMM), QUALCOMM Incorporated (QCOM), Merck & (MRK), Micron Technology (MU), LDK Solar Co., Ltd. (LDK), Gilead Sciences (GILD), Crocs, Inc. (CROX), SunPower Corporation (SPWR), ChevronTexaco (CVX), Solarfun Power Holdings Co., Ltd. (SOLF), Yahoo! (YHOO), Schering Plough Cp (SGP), Visa (V), Medtronic (MDT), Riverbed Technology, Inc. (RVBD).

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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