v3.26.1
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Measurements [Abstract]  
Schedule of Initial Measurement Over-Allotment Option

The key inputs into the Black-Scholes model were as follows at initial measurement of the over-allotment option:

 

    May 18,
2026
 
Volatility     2.46 %
Expected term (years)     0.12  
Daily treasury yield curve     3.68 %
Exercise price   $ 10.00  
Fair value of over-allotment unit   $ 0.06  

 

    May 21,
2026
 
Volatility     2.46 %
Expected term (years)     0.12  
Daily treasury yield curve     3.68 %
Exercise price   $ 10.00  
Fair value of over-allotment option   $ 0.06  
Schedule of Change in Fair Value

The following table presents the change in the fair value of the over-allotment option liability for the three months, and six months ended June 30 ,2026

 

    Over-allotment option liability  
Fair value as of May18, 2026   $ 147,300  
Reclassified to Class A ordinary shares subject to possible redemption on May 21, 2026     (93,900 )
Change in fair value of Over-Allotment Option liability     (53,400 )
Fair value as of June 30, 2026   $  
Schedule of Quantitative Information Market Assumptions The following table presents the quantitative information regarding market assumptions used in the Level 3 valuation of the Public Warrants issued in the Initial Public Offering:

 

    May 18,
2026
 
Exercise price   $ 11.50  
Term to warrant expiration (years)     6.50  
Volatility     3.00 %
Risk-free rate     4.34 %
Redemption trigger price   $ 18.00  
Calibrated implied stock price   $ 9.90  
Selected market adjustment factor     17.00 %