VBA web request and CSV format

[travellerva]

I have vba macro that makes a web request for stock option quotes as follows:

With ActiveSheet.QueryTables.Add(Connection:= _
    "URL;https://query2.finance.yahoo.com/v7/finance/options/" & UnderlyingSymbol & "?date=" & ExpiryEpoch & "", _
    Destination:=Range("A1"))
    .BackgroundQuery = True
    .TablesOnlyFromHTML = True
    .TextFileStartRow = 2
    .TextFileParseType = xlDelimited
    .TextFileCommaDelimiter = True
    .Refresh BackgroundQuery:=False
    .SaveData = True
End With

The web call returns a text string in CSV format. My intent is to spread the CSV data down column A. This code doesn't work - it returns the CSV formatted data as a single string inside cell A1. What am I missing?

Thanks in advance for any suggestions and help.