This project performs SABR model calibration on AAPL options using real market data. We first convert the market option prices to implied volatilities and then calibrate the SABR parameters by minimizing RMSE using L-BFGS-B, differential evolution(DE), and a hybrid DE→L-BFGS-B approach. Finally, calibration quality is visualized through residuals, method comparisons, speed vs. accuracy, and a 3D volatility surface, demonstrating an effective workflow for modeling option volatility and pricing derivatives.