Looks like there is a bug in the YQL.

Option expiration date is represented wrongly while fetching Options. For example run this query :

SELECT * FROM yahoo.finance.options WHERE symbol="xle"  and expiration="2012-09"
OR here is the url
http://query.yahooapis.com/v1/public/yql?q=%20SELECT%20*%20FROM%20yahoo.finance.options%20WHERE%20symbol%3D%22xle%22%20%20and%20expiration%3D%222012-09%22%20&format=json&env=store%3A%2F%2Fdatatables.org%2Falltableswithkeys&callback=cbfunc

you will notice there is only one node called 'expiration' and all the options with different expiration dates are listed under this parent node. For example

under "expiration": "2012-09-21" you will see options expiring at September 28("symbol": "XLE120928C00044000",) and September 7 ("symbol": "XLE120907C00070500") etc.

Is there a work around for this ?

regards,
madhu