Calculating iv from realtime option prices

I have an options calculator and plotter, for which IV is an input variable for the theoretical option prices. I dont want to make plain assumption about IV, so I thought I could get real time option prices, calculate IV from them and then use the IV output as an input for my calculations.
I retrieve my option prices from alphavantage api. This is a sample output: https://file.io/uWEd6duaUkSD . Thankfully, they already provide IV values. However, the values deviate extremely from the mean. Assuming that the values are in decimal, for the same underlying, different options assume an IV from 800% to 50% with the latter being more realistic imo.
How do I know, which values represent the consensus estimate the closest? Should I pick later dated ones (which tend to have lower IV) and calculate the mean and use that as reference?

I think that prices of earlier dated ones may be biased heavily by sentiment and dont reflect the real prices predicted by black Scholes under an IV of 60% (for $NVDA sample).