Missing American's son: Iran has no incentive to release dad

This is a rush transcript from "On the Record," May 2, 2016. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, FOX NEWS HOST: The family of Bob Levinson, the longest held hostage in U.S. History, is desperate for answers. And it is cruel that they don't have them.

Levinson,  a former FBI agent and working for the CIA as a contractor, disappeared in Iran in March of 2009. The Levinson family says the Obama administration is not doing enough to pressure Iran. Bob Levinson's son, Dan Levinson - who recently took a surprise trip to Iran - goes ON THE RECORD.

Dan, it is very nice to have you back but I always think every time I talk to you -- a member of your family is it enough, enough? The Obama administration has said they think your father is out Iran, which suggests to me that if they have enough information to think he is out of Iran, they must have some idea of where he might be. What are they telling you?

DAN LEVINSON, BOB LEVINSON'S SON: Well we met with President Obama and Secretary Kerry in February. They made it very clear they think the Iranians know what happened to them. They believe that the Iranians arrested them. It is very clear to us that the basic fact show that he was arrested in Iran and he was taken there and they have moved him from Kisha. I went to Kisha very likely he wasn't there anymore when I was there in late February. But they moved him. But we don't know where he could have been move to now, probably Tehran. He could have been moved across the border. At this point we don't know. But we -- everybody on our side of the government believe the Iranians have a responsibility and they know where he is.

VAN SUSTEREN: Well, here is what is so appalling to me among other things is that we have got this deal with Iran. And thankfully we have some of our hostages released like Jason Rezaian we fought very hard we tried to put the spotlight here on the show. But, you know we got - we got the situation where now Iran is getting flushed with cash. In fact the president of South Korea was in Iran today with the president of Iran trying to do some deals with trade back and forth. Everyone is welcoming Iran back into the fold into this world fold helping them gives business and money. Meanwhile, no one is bothering to help the Bob Levinson family or Bob Levinson who worked for the federal - for the FBI or for the CIA.

LEVINSON: I couldn't agree more and we believe that if the Obama administration said to the Iranians there will be no further discussions, we are not going to help you with any of this until you resolve Bob Levinson's case and send him home. We think they would move very quickly to send him home they are not doing that.

VAN SUSTEREN: Why aren't they doing that? Why wouldn't they?

LEVINSON: I don't know. I think this relationship, improving relationship is more important to them than getting a person who was serving his country when he went over there. But at this -- they can show the improved relationship between Iran and the U.S. With this cooperation to get my dad home and just resolve his case. It is been nine years and we shouldn't be waiting this long to get him home.

VAN SUSTEREN: I have heard these wild rumors like that your father is being held by some terrorist group outside of Iran. You have heard anything like that? I mean.


LEVINSON: You know I believe the Iranians fully know where he is and the Iranians some faction of the Iranian government took him and arrested him. So I don't believe that for a second.

VAN SUSTEREN: Well, Dan, I just want to throw one other thing out there, Dr. Afridi helped us get Usama Bin Laden is in prison in Pakistan. We have left him there behind as well after he helped us, Pakistani who we can put a lot of pressure on them, too. They won't let him go. But, anyway, Dan, I hope that we can get some information for you some time about your father. You know, I now know some members of your family that it is getting very painful to all of us here ON THE RECORD.

LEVINSON: You have always been great about keeping my dad in the press. We just don't want him to be forgotten. So thanks again for doing this.

VAN SUSTEREN: Let us know. We will do anything we can. Thank you, Dan.