I suppose you need a Saffron Crocus but I am still recommending my neighbor collect the stigmas from her lovely crocuses just in case they work! The following information is from White Flower Farms, who I love and who sells actual Saffron Crocuses.
Harvesting and Using Saffron: Three stigmas are borne in the center of each purple, cup-shaped bloom. The best time to harvest the stigmas is mid-morning on a sunny day when the flowers have fully opened and are still fresh. Carefully pluck the stigmas from the flowers with your fingers, then dry them in a warm place to preserve them for cooking. Store in a closed container. To use saffron, steep the threads in hot liquid (water, broth, or milk, depending on the recipe) for about 20 minutes. Add both the threads and the steeping liquid early in the cooking or baking process, and the threads will continue to release their color and flavor.