I do not know any special modules for Yahoo! Finance options, but if you want to collapse your own, you can LWP :: UserAgent download this page and something like HTML :: TreeBuilder to parse it. If the specific option is the one you need for the data, Yahoo! may even offer an RSS feed of their data, in which case it is probably safer to use something like XML :: RSS to parse the feed.
Do you have a link to a page of the type of data you want to receive?
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