This paper evaluates the lognormality assumption in Black-Scholes call options model. The data for this study were obtained from Australian Clearing House of Australian Securities Exchange (ASX). The data consists of fifty (50) enlisted stocks in the clearing house as products of monthly market summary for long term options which consists of the period of January 3rd, 2017 to December, 31st 2019 when there are no significant structural changes among the products arranged in 25, 27, 28, 29 and 30 maturity days. The Jarque-Bera test was used to test for the normality of Black-Scholes call of different maturity days and we observed that the normality was rejected at (p < 0.05). Further, normality test was also carried when the Black-Scholes options were log transformed and the normality test was rejected at p < 0.05. From the results of this study, the assumption of lognormality in Black-Scholes Option pricing model was violated.