Derivatives (Tables)

3 Months Ended

Jan. 31, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Fair Value of Hedging Instruments

The total notional amounts of forward foreign currency derivative instruments designated as hedging instruments of cash flow hedges as of January 31, 2026 and November 1, 2025 were $311.4 million and $297.0 million, respectively, and the fair values of these instruments in the Company’s Condensed Consolidated Balance Sheets were as follows:

		Fair Value At
	Balance Sheet Location	January 31, 2026		November 1, 2025
Forward foreign currency exchange contracts	Prepaid expenses and other current assets	$	6,050	$	4,403
Forward foreign currency exchange contracts	Accrued liabilities	$	2,167	$	4,399

As of January 31, 2026 and November 1, 2025, the total notional amounts of undesignated hedges related to forward foreign currency exchange contracts were $218.9 million and $207.3 million, respectively, and the fair values of undesignated hedges in the Company’s Condensed Consolidated Balance Sheets were as follows:

		Fair Value At
	Balance Sheet Location	January 31, 2026		November 1, 2025
Undesignated hedges related to forward foreign currency exchange contracts	Prepaid expenses and other current assets	$	2,689	$	2,305
Undesignated hedges related to forward foreign currency exchange contracts	Accrued liabilities	$	2,468	$	3,576

Schedule of Interest Rate Derivatives

The gain or loss on the Company’s interest rate swap transactions attributable to the hedged benchmark interest rate risk and the offsetting gain or loss on the related interest rate swaps were recorded as follows:

	January 31, 2026
Balance Sheet Location	Loss on Swaps		Gain on Note
Accrued liabilities	$	18,860	$	—
Long-term debt	$	—	$	18,860