BUG: `UnboundLocalError` when calling `pd.option_context` with an invalid key on the `main` branch

[ogrisel]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

import pandas as pd


with pd.option_context("invalid", True):
     pass

Issue Description

Traceback (most recent call last):
  File ~/miniforge3/envs/dev/lib/python3.13/site-packages/pandas/_config/config.py:507 in option_context
    undo = tuple((pat, get_option(pat)) for pat, val in ops)
  File ~/miniforge3/envs/dev/lib/python3.13/site-packages/pandas/_config/config.py:507 in <genexpr>
    undo = tuple((pat, get_option(pat)) for pat, val in ops)
  File ~/miniforge3/envs/dev/lib/python3.13/site-packages/pandas/_config/config.py:185 in get_option
    key = _get_single_key(pat)
  File ~/miniforge3/envs/dev/lib/python3.13/site-packages/pandas/_config/config.py:129 in _get_single_key
    raise OptionError(f"No such keys(s): {pat!r}")
OptionError: No such keys(s): 'invalid'

During handling of the above exception, another exception occurred:
Traceback (most recent call last):
  Cell In[3], line 1
    with pd.option_context("invalid", True):
  File ~/miniforge3/envs/dev/lib/python3.13/contextlib.py:141 in __enter__
    return next(self.gen)
  File ~/miniforge3/envs/dev/lib/python3.13/site-packages/pandas/_config/config.py:512 in option_context
    for pat, val in undo:
UnboundLocalError: cannot access local variable 'undo' where it is not associated with a value

Expected Behavior

In the latest stable release (2.3.3) one would get an OptionError instead:

Traceback (most recent call last):
  Cell In[3], line 1
    with pd.option_context("invalid", True):
  File ~/miniforge3/envs/tmp/lib/python3.14/site-packages/pandas/_config/config.py:480 in __enter__
    self.undo = [(pat, _get_option(pat)) for pat, val in self.ops]
  File ~/miniforge3/envs/tmp/lib/python3.14/site-packages/pandas/_config/config.py:146 in _get_option
    key = _get_single_key(pat, silent)
  File ~/miniforge3/envs/tmp/lib/python3.14/site-packages/pandas/_config/config.py:132 in _get_single_key
    raise OptionError(f"No such keys(s): {repr(pat)}")
OptionError: "No such keys(s): 'invalid'"

Installed Versions

INSTALLED VERSIONS

commit : 531c0e3
python : 3.13.7
python-bits : 64
OS : Darwin
OS-release : 24.6.0
Version : Darwin Kernel Version 24.6.0: Mon Jul 14 11:30:40 PDT 2025; root:xnu-11417.140.69~1/RELEASE_ARM64_T8132
machine : arm64
processor : arm
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 3.0.0.dev0+2551.g531c0e3689
numpy : 2.3.3
dateutil : 2.9.0.post0
pip : 25.2
Cython : 3.1.4
sphinx : None
IPython : 9.6.0
adbc-driver-postgresql: None
adbc-driver-sqlite : None
bs4 : 4.14.2
bottleneck : None
fastparquet : None
fsspec : None
html5lib : None
hypothesis : None
gcsfs : None
jinja2 : 3.1.6
lxml.etree : None
matplotlib : 3.10.6
numba : None
numexpr : None
odfpy : None
openpyxl : None
psycopg2 : None
pymysql : None
pyarrow : None
pyiceberg : None
pyreadstat : None
pytest : 8.4.2
python-calamine : None
pytz : 2025.2
pyxlsb : None
s3fs : None
scipy : 1.16.2
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlsxwriter : None
zstandard : 0.25.0
qtpy : None
pyqt5 : None