diff --git a/pandas/io/data.py b/pandas/io/data.py
index 2d91bd4cd383c..e5985c703f93f 100644
--- a/pandas/io/data.py
+++ b/pandas/io/data.py
@@ -757,7 +757,7 @@ def get_near_stock_price(self, above_below=2, call=True, put=False,
 
             get_range = slice(start_index - above_below,
                               start_index + above_below + 1)
-            chop = df[get_range].dropna()
+            chop = df[get_range].dropna(how='all')
             chop.reset_index(inplace=True)
             data[nam] = chop
         return [data[nam] for nam in to_ret]