Black-Scholes model in R

stock=10858.7
rf=0.0743
strike=stock-100
sigma=0.1281
TTM=0.0039683
d1<-(log(stock/strike)+(rf+0.5*sigma^2)*TTM)/(sigma*sqrt(TTM))
d2<-d1-(sigma*sqrt(TTM))
BS.call<-stock*pnorm(d1,mean=0,sd=1)-strike*exp(-rf*TTM)*pnorm(d2,mean=0,sd=1)
BS.call
BS.put<-BS.call-stock+strike*exp(-rf*TTM)
BS.put
for(TTM<0.08) 
  {
  TTM<-(TTM*2)
  }
d1<-(log(stock/strike)+(rf+0.5*sigma^2)*TTM)/(sigma*sqrt(TTM))
d2<-d1-(sigma*sqrt(TTM))
BS.call<-stock*pnorm(d1,mean=0,sd=1)-strike*exp(-rf*TTM)*pnorm(d2,mean=0,sd=1)
BS.call
BS.put<-BS.call-stock+strike*exp(-rf*TTM)
BS.put