Real candles, modelled optionsEvery candle is a measured 1-minute bar from an actual session, with the pre-market and after-hours in 5-minute bars — 84 recorded days across 7 symbols (AAPL, AMZN, MSFT, NVDA, QQQ, SPY, TSLA), 2026-08-26 to 2026-09-11 to pick from, and Surprise me draws from the whole library beside the page — every day ever recorded, one you have not had before first. Option prices are modelled rather than quoted, but not guessed: the volatility in them is the market’s own — that day’s VXN or VIX, minute by minute — scaled to each ticker by how its options really traded (measured 2026-09-11), and spread across the day on the variance curve measured from these same recorded bars (147 sessions) — so a 0DTE is charged the variance still ahead of it rather than a flat volatility on an even clock. You buy at the ask and sell at the bid, on realistic spreads.