Price D1 D2 N(D1) N(D2) Call Option

5 -6.4038 -6.7538 0.0000000191 0.0000000002 0.000000000048503

10 -4.2805 -4.6305 0.0000093237 0.0000018236 0.00000648868
15 -3.1220 -3.4720 0.0008981347 0.0008979360 0.00118698000
20 -2.3001 -2.6501 0.0107212776 0.0040233975 0.23066850000
25 -1.6626 -2.0126 0.0482002718 0.0220804693 0.15482719000
30 -1.1416 -1.4916 0.1268101620 0.0679020191 0.57478493500
35 -0.7012 -1.0512 0.2415891049 0.1465833716 1.48397863000
40 -0.3196 -0.6696 0.3746357872 0.2515564070 3.02103869700
45 0.0168 -0.3332 0.5067019151 0.3694916591 5.22801926900
50 0.3178 -0.0322 0.6246816746 0.4871562781 8.06421444100
55 0.5901 0.2401 0.7224381956 0.5948736329 11.44410356000
60 0.8387 0.4887 0.7991811608 0.6874729481 15.25364483000
65 1.0674 0.7174 0.8571043758 0.7634363402 19.40162891000
70 1.2792 0.9292 0.8995866821 0.8236072763 23.79909397000
75 1.4763 1.1263 0.9300683129 0.8699807211 28.37756044000
80 1.6607 1.3107 0.9516131433 0.9050204307 33.08494829000
85 1.8339 1.4839 0.9666655802 0.9310822741 37.88293153000
90 1.9972 1.9972 0.9770982695 0.9770982695 42.74395916000
95 2.1517 1.8017 0.9842895049 0.9642036910 47.64855687000
100 2.2982 1.9482 0.9892247956 0.9743044816 52.58312500000

Working Note

volatili $0.35
Exercis $50
time 1
rate 0.05
N(-D1) N(-D2) Put Option
1.0000 1.0000 42.5615
1.0000 1.0000 37.5615
0.9997 0.9997 32.5627
0.9893 0.9960 27.5845
0.9518 0.9779 22.7163
0.8732 0.9321 18.1363
0.7584 0.8534 14.0454
0.6254 0.7487 10.5825
0.4933 0.6305 7.7895
0.3753 0.5128 5.6257
0.2775 0.4051 4.0025
0.2008 0.3125 2.8151
0.1429 0.2365 1.8963
0.1004 0.1764 1.3606
0.6993 0.1300 0.9390
0.0484 0.0950 0.6464
0.3333 0.0689 0.4444
0.0229 0.0498 0.3054
0.0157 0.0358 0.2100
0.0108 0.0257 0.1446