I like to think of the implied volatility as "the excitement factor. You can calculate price of an option with a formula that takes into account things like stock price, days till expiration, strike price, etc. but the missing ingredient is how excited are the traders. You can imagine that an AAPL option the day before earnings will be priced higher than it might be 2 weeks later because everyone is excited to see ho the new iPhone sold in the last quarter. Once the new is out thee excitement i diminished with the implied volatility.

If the stock starts to plummet, people will get excited to profit, protect their portfolio, o joint the ride. IV goes up. If the stock is flat with no news in week, IV will sink, and the relative price of the options will fall a bit.

Don't confuse the "real" volatility (movement) of the stock price with IV. They are only loosely related.