diff --git a/doc/source/whatsnew/v0.16.0.txt b/doc/source/whatsnew/v0.16.0.txt
index 21b1ddea0e9da..03f90c74ea4b7 100644
--- a/doc/source/whatsnew/v0.16.0.txt
+++ b/doc/source/whatsnew/v0.16.0.txt
@@ -141,3 +141,4 @@ Bug Fixes
 - Bug in read_csv when using skiprows on a file with CR line endings with the c engine. (:issue:`9079`)
 - isnull now detects NaT in PeriodIndex (:issue:`9129`)
 - Bug in groupby ``.nth()`` with a multiple column groupby (:issue:`8979`)
+- Bug in ``Options`` where parsing the underlying price returns a ValueError when the price has a thousands separator in the HTML text. (:issue:`9010`)
diff --git a/pandas/io/data.py b/pandas/io/data.py
index 3d92d383badf8..5f9c57534cd20 100644
--- a/pandas/io/data.py
+++ b/pandas/io/data.py
@@ -698,8 +698,18 @@ def _option_frames_from_url(self, url):
 
     def _get_underlying_price(self, url):
         root = self._parse_url(url)
-        underlying_price = float(root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
-            .getchildren()[0].text)
+        underlying_price = root.xpath('.//*[@class="time_rtq_ticker Fz-30 Fw-b"]')[0]\
+            .getchildren()[0].text
+
+        try:
+            underlying_price = float(underlying_price)
+        except ValueError:
+            # see if there is a comma thousands separator that needs to be filtered out
+            underlying_price = ''.join(c for c in underlying_price if c != ',')
+            try:
+                underlying_price = float(underlying_price)
+            except ValueError:
+                underlying_price = np.nan
 
         #Gets the time of the quote, note this is actually the time of the underlying price.
         try:
diff --git a/pandas/io/tests/test_data.py b/pandas/io/tests/test_data.py
index a65722dc76556..45cb7b648e9dc 100644
--- a/pandas/io/tests/test_data.py
+++ b/pandas/io/tests/test_data.py
@@ -320,6 +320,17 @@ def test_get_expiry_dates(self):
             raise nose.SkipTest(e)
         self.assertTrue(len(dates) > 1)
 
+    @network
+    def test_get_underlying_price(self):
+        try:
+            options_object = web.Options('^spxpm', 'yahoo')
+            expiry_dates, urls = options_object._get_expiry_dates_and_links()
+            url = options_object._FINANCE_BASE_URL + urls.values()[0]
+            quote_price, quote_time = options_object._get_underlying_price( url )
+        except RemoteDataError as e:
+            raise nose.SkipTest(e)
+        self.assertIsInstance( quote_price, float )
+
     @network
     def test_get_all_data(self):
         try: