Finance Options Module
I've started toying around with this today, its quite interesting and powerful for research. I thought it an interesting and at first thought "relatively easy" (famous last words)  to add a column for the forward price of the security. When constructing the VIX index the CBOE has a realtively simple process to extract market participants forward price. 

https://www.cboe.com/micro/vix/vixwhite.pdf page 6. 

The only input that theoretically would be needed is the risk free rate used for discounting. But they essentially take the strike price for which the (call price - put price is smallest) at each expiration, and discount it back at the risk free rate. 

I'm not sure if this is functionality one would want included in the main libraries or if its something that should be left to others, but appending a forward price column(it would be the same for all options for each expiration), one could then make an implied volatility column. Also, having a panel of important expiration dates, one could "realtively" easily interpolate the volatility surface with matplotlib, using the methodology of Gatheral (2006). 

Just a discussion to start, having historical data on the volatility surface readily available could yield some interesting research results. 

Thanks
