does stock trading volume has any relation with options implied volatility ? I am assuming it has a positive relationship with each other?
It can if it's out of character or extraordinary at the open/close or especially if it's data related. Many of the large option MM's hold massive quantities of the stock as option hedges so that moving the stock in an extraordinary fashion reprices the entire portfolio of risk.
There's a somewhat loose relationship to liquidity; you're not likely to have good options volume for a stock that doesn't have good trading volume. I've found it useful for constructing scanners in the past.
First of all, the two are indirectly linked via realized volatility. Realized volatility is the change in price - to cause vol you need to change the price, to change the price you need money to flow in or out of the asset and that's volume. So volume usually spikes at the time of high realized volatility. Implied volatility also spikes at the time of high realized volatility. Then there are second order effects like MM hedging etc.