Fixed Series.apply performance regression

Set the option once, rather than in the loop.

Closes pandas-dev#35047

Author: TomAugspurger

pandas/core/apply.py

@@ -291,9 +291,8 @@ def apply_series_generator(self, partial_result=None) -> Tuple[ResType, "Index"]
                 res_index = res_index.take(successes)
 
         else:
-            for i, v in series_gen_enumeration:
-
-                with option_context("mode.chained_assignment", None):
+            with option_context("mode.chained_assignment", None):
+                for i, v in series_gen_enumeration:
                     # ignore SettingWithCopy here in case the user mutates
                     results[i] = self.f(v)