BUG: Fix conditional for underlying price in io.data.options.
Refactor and regression test.

Fixes #7685

@dstephens99 if you could make that small change asap would be gr8
 I just merged this in, thanks!
 Sorry, didn't have access to git at work.  

I tested that code though, is not np.nan works.  I think np.isnan is probably faster though.
