No.
Implied volatility isn't a historical measure of standard deviation. Implied volatility is used to relate a market price to some model, be that Black-Scholes or something more sophisticated.
Another way to phrase it, implied vol is that single vol input into a model, such that the model reproduces the market prices. Different models will have different implied vols.
And even in the Black-Scholes model, the volatility isn't a measure of the standard deviation of the stock price. It's a measure of the standard deviation of the log-return of price.
Consider Geometric Brownian Motion for a stock price: $dS_t = \mu S_t dt + \sigma S_t dW_t $. The distribution of $\ln \frac{S_t}{S_0}$ is $N(\mu-\frac{\sigma^2}{2}, \sigma^2 t)$, where $N(.)$ is the Normal distribution. In other words, over $t=1$ year, the standard deviation of the log-return of the stock is $\sigma$.
In contrast, the standard deviation of the stock price over 1 year is given by $S_0 e^\mu \sqrt{e^{\sigma^2} -1 }$. This quantity looks nothing like the implied vol you are deriving from market option prices.
A final comment: nothing about implied vol calculation is dependent on "the past 1 year". It's strictly a forward-looking concept. Look up Markov property on Wikipedia.