Probability of Call Expiring In-the-Money (ITM):

Probability of Put Expiring In-the-Money (ITM):

Probability of Call Expiring Out-of-the-Money (OTM):

Probability of Put Expiring Out-of-the-Money (OTM):

Probability of Call Expiring At-the-Money (ATM) (within 1% of strike):

Probability of Put Expiring At-the-Money (ATM) (within 1% of strike):