I am not sure, but it appears that obtaining options data from yahoo is broken as it results into following error at the end.

Code Sample, a copy-pastable example if possible

from pandas.io.data import Options aapl = Options('aapl', 'yahoo') data = aapl.get_all_data()

Expected Output

AAPL options data for near-term expiry dates

output of pd.show_versions()

pandas: 0.18.1+204.gd7c028d pandas_datareader: 0.2.1

output of self._get_expiry_dates()

pandas/io/data.py in _get_expiry_dates_and_links(self) 1191 1192 if len(expiry_dates) == 0: 1193 raise RemoteDataError('Data not available') 1194 1195 expiry_links = dict(zip(expiry_dates, links))

RemoteDataError: Data not available

Comment From: jorisvandenbossche

@rajanshah the io.data module is deprecated in pandas and moved to pandas-datareader. Can you report the issue over there? (https://github.com/pydata/pandas-datareader/issues) Thanks!

Comment From: jorisvandenbossche

Although it seems the issue is already reported there: https://github.com/pydata/pandas-datareader/issues/212