Option Skews - Visa Inc, Apple Inc, eBay Inc., EMC Corp, Lululemon athletica, TASER International, Ford Motor

Companies seeing a skew towards puts in the previous session: FORD MOTOR (F), Verizon Communications (VZ), JOHNSON & JOHNSON (JNJ), Louisiana-Pacific (LPX), Dell (DELL), Fannie Mae (FNM), Western Digital (WDC), FREDDIE MAC (FRE), Wells Fargo & (WFC), Lehman Brothers (LEH), Lululemon athletica (LULU), Wal-Mart Stores (WMT), IBM (IBM), NetApp Inc (NTAP), Coach (COH), LM Ericsson Telephone (ERIC), Amphenol (APH), KLA-Tencor (KLAC), Kohl's Corp. (KSS), eBay (EBAY).

Companies seeing a skew towards calls in the previous session: Microsoft (MSFT), Visa Inc. (V), Citigroup (C), Chesapeake Energy (CHK), Apple (AAPL), Inverness Medical Innovations (IMA), EMC Corp. (EMC), Sprint Nextel (S), Sirius Satellite Radio (SIRI), Merck (MRK), Research in Motion (RIMM), ONYX Pharmaceuticals (ONXX), MEMC Electronic Materials (WFR), General Motors (GM), Coca-Cola (KO), Advanced Micro Devices (AMD), Exxon Mobil (XOM), Best Buy Co. (BBY), Elan, plc (ELN), TASER International (TASR).

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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