v3.26.3
Fair Value Measurements (Tables)
9 Months Ended
Sep. 30, 2026
Fair Value Measurements [Abstract]  
Schedule of Fair Value Measurement Inputs

The key inputs into the Black-Scholes model were as follows at initial measurement date of the Over-Allotment Option:

 

    February 27,
2026
 
Risk-free interest rate     3.73 %
Expected term (years)     0.12  
Volatility     2.51 %
Exercise price   $ 10.00  
The following table presents the quantitative information regarding market assumptions used in the Level 3 valuation of the Public Rights issued in the Initial Public Offering:

 

    February 27,
2026
 
Expected term to Business Combination (years)     2.0  
Probability of Business Combination and instrument-specific market adjustment     15.0 %
Risk-free rate (continuous)     3.35 %
Implied Class A Ordinary Share price   $ 9.85  
Schedule of Changes in the Fair Value of the Over-Allotment Option Liability

The following table presents the changes in the fair value of the Over-Allotment Option liability:

 

    Over-Allotment
Option
Liability
 
Balance – January 1, 2026   $ —  
Initial measurement at Initial Public Offering, February 27, 2026     187,200  
Change in fair value through partial exercise date, March 27, 2026     (93,300 )
Partial exercise of the Over-Allotment Option     (19,800 )
Change in fair value of the unexercised Over-Allotment Option, exercise date through reporting date     (26,200 )
Balance – March 31, 2026     47,900  
Expiration of the unexercised Over-Allotment Option     (47,900 )
Balance – June 30, 2026   $ —  
Schedule of Assets and that are Measured at Fair Value on a Recurring Basis

The following table presents information about the Company’s assets that are measured at fair value on a recurring basis as of September 30, 2026 and December 31, 2025, and indicates the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

 

    Level   September 30,
2026
    December 31,
2025
 
Assets:                
Investments held in Trust Account   1   $ 210,677,645     $     ―