BUG: in data.io.options.get_forward_data for puts

Author: sglyon

pandas/io/data.py

@@ -870,12 +870,11 @@ 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:]
                             put_frame = self.__getattribute__(name)
@@ -886,7 +885,8 @@ 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])