Vola of the stock no influence of the implied volatility using the Black option pricing model

Vola of the stock no influence of the implied volatility using the Black option pricing model

QUESTION: If I Change the vola Input (Sigma) of the underlying stock the vola of the Option does not Change. I do not understand why, can somebody help?

if true
  % code

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Rate calcullations %%%%%%%%%%%%%%%

Compounding = 1; Rates = [0.02; 0.02; 0.02; 0.02]; StartDates = ['01-Jan-2000'; '01-Jan-2001'; '01-Jan-2002'; '01-Jan-2003']; EndDates = ['01-Jan-2015'; '01-Jan-2016'; '01-Jan-2017'; '01-Jan-2018']; ValuationDate = '01-Jan-2000';

RateSpec = intenvset('Compounding',1,'Rates', Rates,'StartDates', StartDates, 'EndDates', EndDates,'ValuationDate', ValuationDate);

%%%%%%%%%%%%% Underlying calcullations %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

Sigma = .01 %This should has a strong influence on the vola of the Option but if the Sigma is changed the vola of Option does not Change. From my Prior experience this should be a strong Faktor. Try different Sigma numbers here from .9 to .01 I do not understand why.

StockSpec = stockspec(Sigma, 2548)

%%%%%%%%%%%%%%%% Options Calcullations %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

OptSpec = {'put'}; Settle = '01-Jan-2011'; Maturity = '01-Jun-2013'; Strike = [2550]; OptPrice = [21.14];

VolatilityOption = impvbyblk(RateSpec, StockSpec, Settle, Maturity,OptSpec, Strike, OptPrice)

end