DOC: fix SA01 for pandas.errors.OptionError (#60031)

Author: tuhinsharma121

ci/code_checks.sh

@@ -136,7 +136,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.errors.NullFrequencyError SA01" \
         -i "pandas.errors.NumExprClobberingError SA01" \
         -i "pandas.errors.NumbaUtilError SA01" \
-        -i "pandas.errors.OptionError SA01" \
         -i "pandas.errors.OutOfBoundsTimedelta SA01" \
         -i "pandas.errors.PerformanceWarning SA01" \
         -i "pandas.errors.PossibleDataLossError SA01" \

pandas/_config/config.py

@@ -105,6 +105,10 @@ class OptionError(AttributeError, KeyError):
 
     Backwards compatible with KeyError checks.
 
+    See Also
+    --------
+    options : Access and modify global pandas settings.
+
     Examples
     --------
     >>> pd.options.context