v3.26.1
Fair Value Measurements (Tables)
6 Months Ended
Jun. 30, 2026
Fair Value Measurements [Abstract]  
Schedule of Key Inputs Assumptions Used in the Level 3 Valuation

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

 

    May 1,
2026
 
Volatility     1.67 %
Expected term (years)     0.12  
Risk free rate     3.71 %
Exercise price   $ 10.00  
Fair value of over-allotment unit   $ 0.053  
    May 1,
2026
 
Underlying stock price   $ 9.85  
Exercise price   $ 11.50  
Volatility     5.0 %
Implied market adjustment     29.4 %
Risk-free rate     4.11 %
Warrant term (years)     7