v3.26.3
DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
 9 Months Ended
Jul. 31, 2026
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of derivative liabilities
          
   July 31, 2026
The financings giving rise to derivative financial instruments  Indexed Shares  Fair Values
Embedded derivative liabilities – convertible notes payable   490,573   $522,227 
Embedded derivative liabilities – convertible preferred stock   1,100,189    1,133,332 
Total   1,590,762   $1,655,559 

 

   October 31, 2025
The financings giving rise to derivative financial instruments  Indexed Shares  Fair Values
Embedded derivative liabilities   78,743   $39,543 
Total   78,743   $39,543 
Schedule of changes in the fair values of the derivative
          
   For the Three months Ended
   July 31,
2026		  July 31,
2025
Embedded derivative liability  $(412,977)  $– 
Total gain (loss)  $(412,977)  $– 

 

       
   For the Nine months Ended
   July 31,
2026		  July 31,
2025
Embedded derivative liability  $(413,455)  $– 
Warrant derivative liability   (318,464)   – 
Total gain (loss)  $(731,919)  $– 
Schedule of range of inputs from Lattice Model
               
   

Inception

Dates

Note & Preferred Stock

    

Period Ended

July 31,
2026

  
Underlying price on valuation date   $ 1.65 - 5.15     $ 1.35 - 3.11  
Effective contractual conversion rates   $ 1.00 - 4.40     $ 0.73 - 1.94  
Contractual term to maturity     0.49 - 1.00 years       0.04 - 0.54 years  
Market volatility:                
Volatility     20.47 - 26.90%       14.36 - 22.44%  
Risk-adjusted interest rate     3.42 - 4.06%       3.69 - 4.05%  

 

The detachable warrants issued with the convertible notes require derivative liability classification due to agreements containing a fundamental transaction clause which could require net cash settlement in certain situations. The warrant fair value was calculated using the Black-Scholes option pricing model using the following inputs:

   Inception
   Dates Note
Underlying price on valuation date  $0.60 
Effective contractual conversion rates  $0.50 
Contractual term to maturity   5.00 years 
Market volatility:     
Volatility   23.36% 
Risk-adjusted interest rate   3.72% 
Schedule of changes in fair value inputs
          
   Nine Months Ended
   July 31, 2026  July 31, 2025
Balances at beginning of period  $39,543   $– 
Issuances:          
Embedded derivatives – convertible notes payable   951,166    – 
Embedded derivatives – convertible preferred stock   760,871      
Warrant derivatives   72,973    – 
Extinguishments:          
Embedded derivatives   (509,476)   – 
Warrant derivatives   (391,437)   – 
Changes in fair value inputs and assumptions reflected in operations   731,919    – 
Balances at end of period  $1,655,559   $– 

 

           
   Three Months Ended
   July 31, 2026  July 31, 2025
Balances at beginning of period  $621,423   $– 
Issuances:          
Embedded derivatives – convertible notes payable   280,527    – 
Embedded derivatives – convertible preferred stock   760,871      
Warrant derivatives   –    – 
Extinguishments:          
Embedded derivatives   (420,239)   – 
Warrant derivatives   –    – 
Changes in fair value inputs and assumptions reflected in operations   412,977    – 
Balances at end of period  $1,655,559   $–