DOC fix *_option() docstring
- [x] closes #28780
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Is there any way to see the artefacts of the documentation built? Do we want a non-regression test for this? > Is there any way to see the artefacts of the documentation built?

Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation > Is there any way to see the artefacts of the documentation built?

Yes probably if not too much work > Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation

I was more referring to the artefacts stored by the CIs. I wanted to not build the documentation locally :) > Yes probably if not too much work

I assume that you are referring to the unit test. I mentioning this because supposedly, you already have the numpydoc validation which is running (but not catching this one). It might be better to contribute upstream this case than just adding a single brittle test, isn't it? > > Yes you can build the documentation locally. See https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#building-the-documentation
> 
> I was more referring to the artefacts stored by the CIs. I wanted to not build the documentation locally :)

Gotcha yeah sadly we don't (to my knowledge) create any docs artefacts in azure for PRs.
We easily could though: https://docs.microsoft.com/en-us/azure/devops/pipelines/artifacts/pipeline-artifacts?view=azure-devops&tabs=yaml. I usually just build locally and show the output in my PR :) I build locally for the `pd.*_option` and it solves the issue (kudos for being able to build a single function :))