In the Black-Scholes Call Option Pricing Model, N(d1) Is the Probability

In the Black-Scholes call option pricing model, N(d1) is the probability that:

A) A standardized, normally distributed random variable is less than or equal to d1.
B) A standardized, normally distributed random variable is greater than or equal to d1.
C) The call will finish in the money.
D) The call will finish out of the money.
E) The call will finish at the money.