Why you can not change if your professor gives you some stupid numbers? He may download from some real trading data which violates BS model.

1) implied volatility can only come from BS model. Volatility implied from other models can not be called IV
2) Any tools as long as it uses BS model, will give you the same result. The result is tool free.
3) if you want to honor the data your professor gives, just tell him this is a bad data point, you can't take that.

Your equity price is 4 times than the strike, 400% moneyness option will never be used to calculate IV and construct vol surface. At least we are not doing that at Bloomberg. It is too deep in the money that almost nobody trades.

best regards,

好的 感谢

为什么大家不愿意交易deep in the money call?

因为volatility对它几乎没有影响，并且没有convexity，因此失去了hedge Vega和Gamma risk的作用，外加非常贵，几乎等于直接买股票。