Learn Italian: Abbiamo trovato un'opzione migliore.

Migliore is the special, irregular comparative form of buono (good). Just like in English we say "better" instead of "more good", Italians usually prefer migliore. You might occasionally hear più buono in casual speech, but migliore is the standard and most correct choice here.

Since opzione is a feminine noun, why doesn't the adjective end in -a?

Migliore is an adjective that naturally ends in -e. Adjectives in this group use the exact same ending for both masculine and feminine singular nouns. If you wanted to talk about plural "better options", you would change the -e to an -i to get opzioni migliori.

Why is there an apostrophe in un'opzione?

Opzione is a feminine noun starting with a vowel. The feminine word for "a" or "an" is una, but when the noun starts with a vowel, the final -a drops and is replaced with an apostrophe for smoother pronunciation. If the noun were masculine, you would use un with no apostrophe, like un errore (a mistake).

Could I put migliore before the noun?