I have done the whole thing as a simple Excel spreadsheet, to cross check my results, in my full version I have included other bits and pieces like interest rates and the like, but the simple version is fine for most purposes
I used your calculation for time in years of 0.035, which wasn't quite right, its 0.03846 years.
Also I had a typo in what the result of the formulae gives.
The formula used gives probability of being below the price at a specified date.
To get the chances of being above you just subtract the precentage away from 100%.
I have just made up a very simple Excel spreadsheet with this stuff in which I will email to you. Inthe spreadsheet I have input the number of days til expiry which I use to calculate Vt.
If anyone else wants one throw your name in a list.
