请问对于Put Option来说呢？N-d1和N-d2？

NO.PZ2016082402000039

In the Black-Scholes expression for a European call option, the term used to compute option probability of exercise is

选项：

$d_1$

$d_2$

$N{(d_1)}$

$N{(d_2)}$

解释：

ANSWER: D

This is the term multiplying the present value of the strike price, by Equation: Risk-Neutral Probability of Exercise $=\int_K^\infty{f(s)dS}=N{(d_2)}$

对于Call来说，N（d1）是delta，N（d2）是prob for exercise

那对于put来说，是不是N（-d1）是delta，N（-d2）是prob. for exercise？