Participants will undergo two 4-day inpatient periods, totaling 8 days of treatment. For women, the inpatient periods will occur during two consecutive menstrual cycles; for men, they will occur during two consecutive months. On Day 1, participants will receive a first dose of either progesterone or placebo. On Day 2, participants will receive a second and third dose of study medication. They will also participate in an adaptation session, which will familiarize the participant with the smoking equipment that will be used the following day. On Day 3, participants will receive a fourth dose of medication 2 hours prior to a smoking lab session. Prior to beginning the smoking lab session, participants will be asked to rate their current cocaine craving, anxiety level, appetite, and premenstrual symptoms. Participants will then be given a sample of the cocaine dose for the given day. During the smoking lab session, participants will be asked additional cocaine craving questions at pre-determined intervals and will be given the option to trade in previously earned tokens for either money or a dose of cocaine. Following completion of the smoking lab session, participants will receive their fifth dose of medication.