Option Skews - Apple Inc, Rambus Inc MasterCard Inc, First Solar Inc, JA Solar Holdings, General Motors Corp, Ford Motor Co

Companies seeing a skew towards puts in the previous session: Nordstrom (JWN), General Motors Corp (GM), ASML Holding N.V. (ASML), Goldcorp Incorporated (GG), QUALCOMM Incorporated (QCOM), HSBC, plc. (HBC), Union Pacific Corp (UNP), Cisco Systems (CSCO), Lincoln National (LNC), Hewlett-Packard (HPQ), Black & Decker (BDK), USG Corp. (USG), BB&T Corp. (BBT), Wal-Mart Stores (WMT), Costco Wholesale (COST), SPDR Gold Trust (GLD), Walt Disney (DIS), Avon Products (AVP), First Solar, Inc. (FSLR), MasterCard Incorporated (MA), Harley-Davidson (HOG), J.P. Morgan Chase & Co. (JPM), Sherwin-Williams (SHW), Coca-Cola (KO), MBIA Inc (MBI).

Companies seeing a skew towards calls in the previous session: Apple Inc (AAPL), Caterpillar (CAT), Melco Crown Entertainment Ltd (MPEL), General Electric (GE), The Bank of New York Mellon Corp (BK), American International Group (AIG), Yahoo! (YHOO), Freeport-McMoRan Copper & Gold Inc (FCX), Chesapeake Energy Corp (CHK), Altria Group Inc (MO), Las Vegas Sands Corp. (LVS), Ford Motor Co (F), Rambus Inc (RMBS), Hartford Financial Services Group (HIG), Genentech Inc (DNA), AK Steel Holding Corp (AKS), Bed Bath & Beyond (BBBY), United States Steel Corp (X), Comcast Corp. (CMCSK), Micron Technology Inc (MU), Cleveland-Cliffs (CLF), Yamana Gold Inc (AUY), Texas Instruments Incorporated (TXN), Celgene Corp. (CELG), JA Solar Holdings Co Ltd (JASO).

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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