Implied volatility is the input the market is actively pricing. Time to expiration is mechanical (the calendar advances at a known rate). Rates and dividends are slow-moving. So when you see an option's premium changing on a quiet day with no underlying move, IV is almost always the explanation. That is why IV rank is the single most important metric for premium-trading decisions.
The Black-Scholes pricing model takes underlying price, strike, time to expiration, IV, and risk-free rate as inputs and outputs a theoretical fair value. Real market prices diverge from Black-Scholes because the model assumes lognormal returns and constant volatility — neither of which is true. The divergences (volatility skew, smile, term structure) are where sophisticated options traders find edge.