Analysis of Implied Volatility in Call Option Pricing

A trader is analyzing a European call option on a stock currently trading at $100, with a strike price of $105, maturing in three months. The market price of the call option is $3. The trader believes that the implied volatility is incorrectly priced in the market.

After doing their calculations, the trader finds that if the implied volatility were to increase by 2 percentage points, the market price of the call option would rise to $5. Given this information, what can the trader conclude about the implied volatility of the call option based on the current market price?