Stock Options - Schedule of Fair Value of Stock Options (Details) - Black-Scholes Option Pricing Model [Member]	12 Months Ended
Oct. 31, 2025	Oct. 31, 2024
Schedule of Fair Value of Stock Options [Line Items]
Risk-free interest rate	4.46%	4.22%
Expected life (in years)	3.61	4.61
Bottom of Range [Member]
Schedule of Fair Value of Stock Options [Line Items]
Expected volatility	112.20%	125.77%
Top of Range [Member]
Schedule of Fair Value of Stock Options [Line Items]
Expected volatility	134.44%	133.62%

The expected volatility of the share price used to calculate the fair value of the share options granted. Expected volatility is a measure of the amount by which a price is expected to fluctuate during a period. The measure of volatility used in option pricing models is the annualised standard deviation of the continuously compounded rates of return on the share over a period of time.

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 2
-IssueDate 2025-01-01
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-URIDate 2025-03-27

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The option life of share options granted.

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The implied yield currently available on zero-coupon government issues of the country in whose currency the exercise price for share options granted is expressed, with a remaining term equal to the expected term of the option being valued (based on the option's remaining contractual life and taking into account the effects of expected early exercise). [Refer: Government [member]]

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Line items represent concepts included in a table. These concepts are used to disclose reportable information associated with members defined in one or many axes of the table.

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