What is the difference between Implied volatility and annualized volatility?

I know how to calculated annualized volatility. But I dont know how to find implied volatility that goes in Black-Scholes formula?

What is the difference between Implied volatility and annualized volatility?

I know how to calculated annualized volatility. But I dont know how to find implied volatility that goes in Black-Scholes formula?

You can refer this post :-

Does that mean implied volatility is calculated by reverse of black-schole formula by inputing the current option price and finding the volatility. and that becomes implied volatility.

because annualized volatility is well defined.