Public Function CumulativeNormalDistribution(X As Double) As Double
' http://www.global-derivatives.com

Dim L As Double, K As Double
Dim a0 As Double, a1 As Double, a2 As Double, a3 As Double, a4 As Double, a5 As Double
Dim Pi As Double

Pi = 3.141592653589
a0 = 0.2316419
a1 = 0.31938153
a2 = -0.356563782
a3 = 1.781477937
a4 = -1.821255978
a5 = 1.330274429

L = Abs(X) ' Absolute Value of X
K = 1 / (1 + a0 * L)
CumulativeNormalDistribution = 1 - 1 / Sqr(2 * Pi) * Exp(-L ^ 2 / 2) * (a1 * K + a2 * K ^ 2 + a3 * K ^ 3 + a4 * K ^ 4 + a5 * K ^ 5)

If X < 0 Then ' For negative Values of X

CumulativeNormalDistribution = 1 - CumulativeNormalDistribution
End If

End Function