diff --git a/pandas/io/data.py b/pandas/io/data.py
index adc303c52e1ad..3bf177b47b9d6 100644
--- a/pandas/io/data.py
+++ b/pandas/io/data.py
@@ -230,7 +230,9 @@ def _parse_options_data(table):
     rows = table.findall('.//tr')
     header = _unpack(rows[0], kind='th')
     data = [_unpack(r) for r in rows[1:]]
-    return TextParser(data, names=header).get_chunk()
+    # Use ',' as a thousands separator as we're pulling from the US site.
+    return TextParser(data, names=header, na_values=['N/A'],
+                      thousands=',').get_chunk()
 
 
 class Options(object):