Try the data source:
yahoo.finance.options
instead of:
yahoo.finance.quotes
Here's one example:
SELECT * FROM yahoo.finance.options WHERE symbol IN ( "GDX", "C" )
where the results would be inside this object:
data.query.results.optionsChain
where the drilldown looks like this:
Useful Resources:
http://developer.yahoo.com/yql/
http://developer.yahoo.com/yql/guide/yql-code-examples.html#yql_javascript