Question

why you did not find a single implied volatility for each stock and why your implied volatilities were arrayed as they are?

MSFT
Strike	Option Price	Implied-Volatility	B-S Implied Volatility
175.	4.95	0.3279	0.132178
177.5	3.32	0.3157	0.124592
180.	2.04	0.3103	0.118525
182.5	1.13	0.3027	0.113638
185.	0.58	0.302	0.111275
Strike	Option Price	Implied-Volatility	B-S Implied Volatility
175.	1.32	0.3477	0.105137
177.5	2.2	0.3413	0.100382
180.	3.41	0.332	0.0930169
182.5	5.05	0.3452	0.0846884
185.	7.	0.3477	0.0560192

Answer 1

This is because implied volatility is not constant rather it is a function of strike price. There are various shapes of volatility such as volatility smile, voaltility skew etc. For a given expiration, deep in the money or out of the money options command higher prices (and thus implied volatilities) than what is suggested by standard option pricing models.