TST: Raise remote data error if no expiry dates are found (Options)
Fixes #8761.

I was able to replicate that issue if I set the expiry dates from yahoo to an empty list.   This raises RemoteDataError in that case, so skips tests.

Does this need a mention in what's new?
 yes, give a mention in bug fixes with the issue.

lmk when you repush
 @jreback  Added comment in bug fixes.  Green and good to go.
 beautiful! thanks
