why is implied volatility of american put higher than american calls all things equal in the binomial pricing model

I have calculated the implied volatility by bisection method and found

N $10^210^310^4$

Implied Volatility $($American Put$)0\mathrm{.}2132312770\mathrm{.}2137519840\mathrm{.}213780594$

Implied volatility $($American Call$)0\mathrm{.}1260421750\mathrm{.}1261714940\mathrm{.}126158905$