restrict options (pandas-dev#43033)

Co-authored-by: JHM Darbyshire (MBP) <[email protected]>

Author: attack68

pandas/io/formats/style.py

@@ -1685,7 +1685,7 @@ def set_sticky(
 
         Parameters
         ----------
-        axis : {0 or 'index', 1 or 'columns', None}, default 0
+        axis : {0 or 'index', 1 or 'columns'}, default 0
             Whether to make the index or column headers sticky.
         pixel_size : int, optional
             Required to configure the width of index cells or the height of column