v3.26.1
DERIVATIVES AND HEDGING ACTIVITIES (Tables)
9 Months Ended
Jun. 28, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
SCHEDULE OF FAIR VALUE OF THE INTEREST RATE SWAP AGREEMENTS

The following table summarizes the fair value of the interest rate swap agreement as recorded in the Company’s Consolidated Balance Sheets:

 

   Balance sheet location  Fair Value   Balance sheet location   Fair Value 
   June 28, 2026  September 28, 2025 
   Balance sheet location  Fair Value   Balance sheet location   Fair Value 
                   
Interest rate swap   Other liabilities  $(66,358)        
SCHEDULE OF EFFECTS OF DERIVATIVES DESIGNATED AS HEDGING INSTRUMENTS

The following table summarizes the effects of derivatives designated as hedging instruments in the Company’s Consolidated Financial Statements:

 

   Amount of pre-tax loss recognized in OCI       Loss reclassified from OCI
   For the 13 weeks ended   Location of   For the 13 weeks ended
   June 28, 2026   June 29, 2025   loss reclassified from OCI   June 28, 2026  June 29, 2025 
                       
Interest rate swap  $(66,358)    Interest expense