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Fair Value Measurements (Tables)
 12 Months Ended
Dec. 31, 2021
Fair Value Measurements [Abstract]  
Liabilities Measured at Fair Value on Recurring Basis
The following table presents information about the Company’s liabilities that are measured at fair value on a recurring basis at December 31, 2021, and indicates the fair value hierarchy of the valuation inputs the Company utilized to determine such fair value:

   
December 31,
    
Quoted
Prices In
Active
Markets
    
Significant
Other
Observable
Inputs
    
Significant
Other
Unobservable
Inputs
  
   
2021
    
(Level 1)
    
(Level 2)
    
(Level 3)
  
Liabilities:
                        
Public Warrants Liability
  
$
5,088,750
    
$
5,088,750
    
$
—
    
$
—
  
Private Placement Warrants Liability
    
3,708,598
      
—
      
—
      
3,708,598
  
   
$
8,797,348
    
$
5,088,750
    
$
—
    
$
3,708,598
  
Reconciliation of Changes in Fair Value of Assets and Liabilities Classified as Level 3
The following table provides a reconciliation of changes in fair value of the beginning and ending balances for our derivative warrant liabilities classified as level 3:

   
Warrant Liability
  
Fair value at January 1, 2021
  
$
—
  
Initial classification of Public and Private Warrant liability at February 19, 2021
    
17,605,070
  
Transfer of Public Warrant liability to Level 1
    
(5,088,750
)
Change in fair value
    
(8,807,722
)
Fair Value at December 31, 2021
  
$
3,708,598
  
Key Inputs into Monte Carlo Simulation
The key inputs into the Monte Carlo simulation as December 31, 2021 were as follows:


  
December 31,
    
February 19,
  
   
2021
    
2021
  
Inputs
            
Risk-free interest rate
    
1.3
%
    
0.78
%
Expected remaining term (years)
    
5.5
      
6.15
  
Expected volatility
    
11.8
%
    
24.1
%
Stock price
  
$
9.77
    
$
9.41
  
Held to Maturity Securities
The carrying value, excluding gross unrealized holding loss and fair value of held to maturity securities on December 31, 2021 are as follows:

   
Carrying
Value as of
December
30, 2021
    
Gross
Unrealized
Gains
    
Gross
Unrealized
Losses
    
Fair Value
as of
December 30,
2021
  
U.U. S. Treasury Securities
    
172,535,562
      
—
      
(23,136)
)
    
172,512,426
  
   
$
172,535,562
    
$
—
    
$
(23,136)
)
  
$
172,512,426