The better question is how do you know what the implied volatility is?

We know Time Value? We know UL value? We know strike value (auction market)?

People make the price by what they would sell and pay for it. Fear (IV) can be shown in what price people will pay or sell an option.

Like any other math equation it can be back-solved, which would only tell you the fair price value.

We are talking about an Auction Market. How is price discovered? Spreads?

Price drives Implied Volatility.

Here are some references/sites you can verify the info:

https://www.asxoptions.com/implied-volatility/
https://www.investopedia.com/ask/answers/060115/how-implied-volatility-used-blackscholes-formula.asp
https://tastytrade.com/
https://optionalpha.com/

I'm very confused about what you are trying to argue atm. Is it my view that I think it maybe possible for some genuise to derive or is it my words that it is "input"? Or something else?

I am answering a question you asked me two posts above... Is that not you?

"Do tell how to calculate IV when price of option is not known."

Simple answer - We do know the price since we are talking about an auction market.

"So, to be more precise, if you really want to get around and develop some kind of AI to "Predict option prices", your first step should be estimating Implied volatility. Note that I again use word estimate, so even if you managed to re-invented the wheel, it will be still just an estimate.".

Do you have any data or references to your view on this being available or is this a hunch?

Algo's that read tweets and news have been trying to predict for years, No individual will accomplish this before one of the big trading firms with funding for teams of mathematicians and data analysts.

Just to be more clear, I'm just trying to make OP aware of gravity of word "predict" with option price.