Do a true deepcopy as the docstring suggests.

Previously, the options were only shallowly copied by looping over the
dict and copying the top level keys. This is equivalent to ``dict.copy``
which is a shallow copy. If that was the true intention this commit is
not needed, but a docstring update is. Future thought should be put into
a nice way to manage which keys should be included in copied dict. I
think dictviews are worth a look.