v3.26.3
NOTES PAYABLE AND DERIVATIVES (Tables)
3 Months Ended
Jul. 31, 2026
Debt Disclosure [Abstract]  
SCHEDULE OF DERIVATIVE LIABILITIES ASSUMPTIONS USING BLACK-SCHOLES OPTION

The change in fair value of the derivative liabilities of convertible notes outstanding at July 31, 2026, was calculated with the following average assumptions, using a Binomial option-pricing model are as follows:

  

Significant Assumptions:    
Risk free interest rate   4.08% for 1 year and 4.28$ for 2 years
Expected stock price volatility   119% for 1 year and 182% for 2 years
Expected dividend payout   0 
Expected options life in years   1 and 2 years 
SCHEDULE OF CHANGES IN DERIVATIVE LIABILITIES

Changes in derivative liability during the three months ended July 31, 2026, and 2025 were:

    

   July 31,   July 31, 
   2026   2025 
Balance, beginning of year  $899,335   $1,007,598 
           
Fair value adjustments   (143,226)   36,686 
Balance, end of period  $756,109   $1,044,384