py_vollib.black_scholes.implied_volatility doesn't seem to be working

[Jacyle]

When I iterate through an options chain; it's just returning the 'sigma'. If you change K, you keep getting 'sigma' back. Any idea what's causing this? I've run out of ideas.

S = 370.17
K = 300.0
r = 0.08
t = 0.019178082191780823
sigma = 0.33288248661681463
flag = 'c'

black_price = black_scholes(flag, S, K, t, r, sigma)
imp_vola = implied_volatility(black_price, S, K, t, r, flag)