What's this mathematical symbol? 
What does the mathematical symbol with "an I inside the O" mean?

$\Phi$ and $\phi$ are two standardized symbols to get to know well, whenever you're reading anything on probability.
$\Phi$ is the cumulative distribution function of the standard normal distribution; i.e., the normal distribution with mean $0$ and variance $1$. $\phi$ is the corresponding (probability) density function to $\Phi$. Suppose $Z$ is a standard normal random variable. Then for $z \in \mathbb{R}$,
$$\Phi(z) = \mathbb{P}(Z\leq z) = F_{Z}(z) = \int_{-\infty}^{z}f_{Z}(t)\text{ d}t=\int_{-\infty}^{z}\phi(t)\text{ d}t$$
- that is, $\Phi = F_{Z}$ and $\phi = f_{Z}$.
In general, suppose $X$ is a normally-distributed random variable with mean $\mu$ and variance $\sigma^2$, with $\sigma = \sqrt{\sigma^2}$. Then for $x \in \mathbb{R}$, 
$$\mathbb{P}(X \leq x) = \mathbb{P}\left(\dfrac{X - \mu}{\sigma} \leq \dfrac{x - \mu}{\sigma}\right) = \mathbb{P}\left(Z \leq \dfrac{x-\mu}{\sigma}\right)=\Phi\left(\dfrac{x-\mu}{\sigma}\right)\text{.}$$
