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There is a small irony in you asking other people for data to back up their arguments, and then making your argument "from personal experience".

I like the market making vignette, but in reality the market maker would certainly be hedging his delta as the orders came in, and for a very one-sided options trade like this he would probably be putting on a vega/gamma hedge as well.

For those who don't speak the lingo of options, this means that he'd be hedging his exposure to directional stock price moves (by buying stock as he sold the calls) and also hedging his exposure to the size of stock price moves (volatility) by buying some cheap volatility, say at a different strike or for a different expiry, to cover the expensive volatility that he's just sold.

But like I said, I like the vignette :)

Yeah, an infinity cubed is countable. Just iterate over the infinite number of finite diagonals, like you did for the square (a diagonal is any set of points where the coordinates sum to a particular constant).

Similarly, an infinity to the 4th power is countable, as is an infinity to the n'th power for any finite n. Interesting question - is an infinity to an infinitieth power still countable?