implied volatility, how to get parameters?
The implied volatility is defined as the volatility parameter that gives you the option price currently trading on the market. That is, you will observe market quotes for option prices or implied volatilities and you use the Black-Scholes formula to convert from one to the other. The implied volatility is not therefore something you computed based on stock price data, it's really a price determined by the market.

There are as many implied volatilities as there are options traded. In fact, options are frequently quoted in implied vols. You have one implied volatility for every strike price and for every maturity. This defines the "Volatility surface". Instead of the strike price you frequently see on one of the axes the "moneyness", that is the ratio of current price to the strike price. 

Take a look at this graph.
https://www.mathworks.com/matlabcentral/mlc-downloads/downloads/submissions/23316/versions/2/screenshot.jpg

That means, for example, that the 3-month 1-moneyness implied vol is the volatility parameter that you need to input in the BS formula to obtain the observed market price of the 3-month 1-moneyness call option.