You can use pandas.DataFrame.to_html().
Example:
>>> import numpy as np
>>> from pandas import *
>>> df = DataFrame({'foo1' : np.random.randn(2),
'foo2' : np.random.randn(2)})
>>> df.to_html('filename.html')
This will save the following html to filename.html.
Output:
<table border="1" class="dataframe">
<thead>
<tr style="text-align: right;">
<th></th>
<th>foo1</th>
<th>foo2</th>
</tr>
</thead>
<tbody>
<tr>
<th>0</th>
<td>-0.223430</td>
<td>-0.904465</td>
</tr>
<tr>
<th>1</th>
<td>0.317316</td>
<td>1.321537</td>
</tr>
</tbody>
</table>