Uncertain Volatility Model - Option Pricing R code help

I am trying to price the following call option using the UVM method in R. The code I wrote below keeps producing the same price for the min and max volatilities, which is wrong, however, I can't seem to fix this error. # Market Data strike_call <- c(150,152.5,155,157.5,160,165,170,172.5,175,177.5,180,182.5,185,187.5,190,192.5,195,197.5,200,202.5,205,207.5,210,212.5,215,217.5,220,222.5,225,227.5,230,232.5,235,245,250) price_market_call <- c(59.9,57.55,55.05,52.55,50.1,45.1,40.15,37.65,35.15,32.7,