diff --git a/pandas/io/data.py b/pandas/io/data.py
index c40b91ffa91c9..d15522a33d4b1 100644
--- a/pandas/io/data.py
+++ b/pandas/io/data.py
@@ -735,16 +735,20 @@ def _get_option_data(self, month, year, expiry, name):
             raise RemoteDataError("Table location {0} invalid, {1} tables"
                              " found".format(table_loc, ntables))
 
-        option_data = _parse_options_data(tables[table_loc])
-        option_data['Type'] = name[:-1]
-        option_data = self._process_data(option_data, name[:-1])
+        try:
+            option_data = _parse_options_data(tables[table_loc])
+            option_data['Type'] = name[:-1]
+            option_data = self._process_data(option_data, name[:-1])
+
+            if month == CUR_MONTH and year == CUR_YEAR:
+                setattr(self, name, option_data)
 
-        if month == CUR_MONTH and year == CUR_YEAR:
+            name += m1 + str(year)[-2:]
             setattr(self, name, option_data)
+            return option_data
 
-        name += m1 + str(year)[-2:]
-        setattr(self, name, option_data)
-        return option_data
+        except (Exception) as e:
+            raise RemoteDataError("Cannot retrieve Table data {0}".format(str(e)))
 
     def get_call_data(self, month=None, year=None, expiry=None):
         """