ENH: Added notes about changes in Options class to what's new for 0.11

doc/source/v0.11.0.txt

@@ -88,6 +88,12 @@ New features
 **Enhancements**
 
   - In ``HDFStore``, provide dotted attribute access to ``get`` from stores (e.g. store.df == store['df'])
+  - In ``pd.io.data.Options``,
+      + Fix bug when trying to fetch data for the current month when already past expiry.
+      + Now using lxml to scrape html instead of BeautifulSoup (lxml was faster).
+      + New instance variables for calls and puts are automatically created when a method that creates them is called. This works for current month where the instance variables are simply ``calls`` and ``puts``. Also works for future expiry months and save the instance variable as ``callsMMYY`` or ``putsMMYY``, where ``MMYY`` are, respectively, the month and year of the option's expiry.
+      + ``Options.get_near_stock_price`` now allows the user to specify the month for which to get relevant options data.
+      + ``Options.get_forward_data`` now has optional kwargs ``near`` and ``above_below``. This allows the user to specify if they would like to only return forward looking data for options near the current stock price. This just obtains the data from Options.get_near_stock_price instead of Options.get_xxx_data().
 
 **Bug Fixes**
 

pandas/io/data.py

@@ -404,7 +404,6 @@ def _parse_options_data(table):
     rows = table.findall('.//tr')
     header = _unpack(rows[0], kind='th')
     data = [_unpack(r) for r in rows[1:]]
-    # 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()
 
@@ -857,11 +856,11 @@ def get_forward_data(self, months, call=True, put=False, near=False,
         if put:
             all_puts = DataFrame()
             for mon in range(months):
+                m2 = in_months[mon]
+                y2 = in_years[mon]
                 try:  # This catches cases when there isn't data for a month
                     if not near:
                         try:  # Try to access the ivar if already instantiated
-                            m2 = in_months[mon]
-                            y2 = in_years[mon]
 
                             m1 = m2 if len(str(m2)) == 2 else '0' + str(m2)
                             name = 'puts' + str(m1) + str(y2)[2:]
@@ -873,7 +872,8 @@ def get_forward_data(self, months, call=True, put=False, near=False,
                     else:
                         put_frame = self.get_near_stock_price(call=False,
                                                               put=True,
-                                                    above_below=above_below)
+                                                    above_below=above_below,
+                                                    month=m2, year=y2)
 
                     # Add column with expiry data to this frame.
                     tick = str(put_frame.Symbol[0])