Implied Volatility represents the actual above-market premium an option contract trades for at any point in time, but it changes in mysterious ways.
Implied volatility is not "the actual above-market premium an option contract". In non technical terms, implied volatility is a reflection of current price. If it is higher than historical values then it means that options are more expensive than they have been . If it is lower then it means that options are less expensive than they have been. The question then becomes, is this higher or lower IV an aberration or is it the new normal?
There's no mystery regarding change in IV. Change in option price is the cause.
If I wanted implied volatility to be higher, could I increase it by buying options directly at the asking price, and keep bidding it higher? Similarly if I wanted to decrease implied volatility could I decrease it by selling options directly on the bidding price and keep bidding it lower?
In isolation, if you have enough capital to move an option's price up, then yes, IV will go higher. In reality, others have more gunpowder. Market makers, floor traders and others will keep selling you the option that you are buying (or vice versa) while laying off the risk of their option via other strategies (arbs and delta neutral hedging).