implied volatility indice and implied volatility [closed]

Can anybody explain to me Why should we calculate implied volatility if there is already an implied volatility index where implied volatility is already calculated??? I can't understand the difference

closed as unclear what you're asking by Daneel Olivaw, skoestlmeier, Helin, LocalVolatility, Attack68♦Jan 5 at 19:40

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• I assume that you know the Black & Scholes framework. The theoretical European option's price is a function of some parameters, one of them being the volatility of the underlying. Let $P_{BS}=f(parameters,\sigma)$ be the option price as defined by the Black & Scholes equation. Although this price might not equal the observable market prices. I want to find that value of $\sigma$ such that theoretical price equals the market price, given the rest of the parameters fixed. That is the IV for a given option. If you repeat this process for every maturity and strike you will get the volatility surfa – alexbougias Dec 27 '18 at 22:33