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Derivatives (Tables)
 6 Months Ended
May 02, 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 May 2, 2026 and November 1, 2025 were $343.2 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 LocationMay 2, 2026November 1, 2025
Forward foreign currency exchange contractsPrepaid expenses and other current assets$1,162 $4,403 
Forward foreign currency exchange contractsAccrued liabilities$6,150 $4,399 
As of May 2, 2026 and November 1, 2025, the total notional amounts of undesignated hedges related to forward foreign currency exchange contracts were $319.0 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 LocationMay 2, 2026November 1, 2025
Undesignated hedges related to forward foreign currency exchange contracts
Prepaid expenses and other current assets$5,338 $2,305 
Undesignated hedges related to forward foreign currency exchange contracts
Accrued liabilities$3,870 $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:
May 2, 2026November 1, 2025
Balance Sheet LocationLoss on SwapsGain on NoteLoss on SwapsGain on Note
Accrued liabilities$23,882 $— $12,550 $— 
Long-term debt
$— $23,882 $— $12,550