To reiterate what D Stanley stated, it's more accurate to say that "buying pressure and selling pressure rather than volume." This refers to the buy and sell orders that are being placed rather than volume of contracts traded (there's a buyer for every seller).
To make matters more confusing, if "High volume and low volatility indicates that option contracts are being sold," I would say that the contracts have already been sold and that is why IV is low. At that point, it would be time to buy these contracts because they are cheap and before IV reverts. Would you sell contracts just because they are cheap?
Furthermore, it's just not this simple. Synthetic positions are used to offset IV disparities. If one the put (or the call) of same series options strays from fair value, the market maker will utilize a conversion or a reversal to drive it back to parity.
Or perhaps a trader is just using a synthetic for delta neutral trading?
Or perhaps the large volume in one option is part of a combo order such as a spread? Look for another option with similar large volume.
AFAIC, such statements as found in your article are far too simplistic, ignoring more complex underpinnings, attempting to sound erudite. I would never buy or sell any option based on just a simple comparison of IV and volume. Price is where's it's happening along with your expectations for the underlying.