As a side note, it's way easier to get this data using YQL. See for example:
http://developer.yahoo.com/yql/console/?q=show%20tables&env=store://datatables.org/alltableswithkeys#h=SELECT%20*%20FROM%20yahoo.finance.options%20WHERE%20symbol%3D%27C%27%20AND%20expiration%3D%272011-09%27 Which gives you the data in JSON format. (See link at bottom for API URL) -- http://mail.python.org/mailman/listinfo/python-list
