An analyst gathers the following Black–Scholes–Merton option valuation model outputs for a call option on a non-dividend-paying stock:

Output	Value
d₁	0.488
d₂	0.238
N(d₁)	0.687
N(d₂)	0.594
N(−d₁)	0.313
N(−d₂)	0.406

The probability that the call option expires in the money is: