Based of the Black-Scholes formula for Call option, what does n(D1) and n(d2) represent Question 10Answer a. n(d1) is the delta of the call. N(d2) is the probability of the call option in the money b. n(d1) is the delta of the call. N(d2) is the probability of the call option out of the money c. n(d1) is the delta of the call. N(d2) is the probability of the put option in the money