Options : low IV = selling, high IV = buying?

It's more accurate to say buying pressure and selling pressure rather than volume, since technically the volume is the same on either side for executed trades (for every buyer there is a seller), and volume in the order book does not necessarily mean more motivation - it just means larger orders. If buyers are more motivated (willing to buy at higher prices), then prices tend to go up, which (all else being equal) means a higher implied volatility from Black-Scholes and similar option models (and vice-versa, high selling pressure can be a cause of lower implied volatility).

Implied Volatility is not directly measurable. It is implied based on the market prices of options, keeping all other variables constant (time to maturity, strike, spot price, and interest rate). So higher selling pressure indirectly lowers IV by lowering the market prices of the options. All else being equal, only changes in market prices can change IV.

It seems a tenuous relationship to me, though. To me, implied volatility represents uncertainty, while buying and selling pressure on options could represent a specific view on the movement of the underlying stock, not necessarily more or less uncertainty. If I think the underling stock is likely to increase, I'm more inclined to buy calls (or sell puts) regardless of implied volatility. It also doesn't take into account options that are hedges (e.g. covered calls) or part of a basket (spreads).

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.