grid_band_fill

from bokeh.plotting import figure, show

p = figure(width=400, height=400)
p.circle([1,2,3,4,5], [2,5,8,2,7], size=10)

# change just some things about the x-grid
p.xgrid.grid_line_color = None

# change just some things about the y-grid
p.ygrid.band_fill_alpha = 0.1
p.ygrid.band_fill_color = "navy"

show(p)