congratulations you are now being watched by the CIA
You'd have to have a legitimate Iranian tax-payer ID (which you can get by going and living in Iran) OR invest in an American ETF or Mutual Fund that has Iranian holdings...
https://www.google.com/#q=iran+etf
https://www.google.com/#q=iran%20mutual%...
Check with Fidelity and/or ETrade. I hear they let you buy stocks on foreign exchanges.
I am Canadian and living in Canada. Do sanctions from my country prevent me from doing this? What steps would I have to do in order to invest in their stock market?