d₁ and d₂ are the two points fed into N(·) in the Black-Scholes formula. Move the inputs and watch them slide along the standard normal curve. The blue area up to d₂ is N(d₂), the risk-neutral probability the call ends in the money. Add the gold strip from d₂ to d₁ and the whole shaded area becomes N(d₁), the call's delta — so N(d₁) = blue + gold.