I am trying to understand the following theorem from this paper
I understand the first part of the proof. Basically we are adding in $F_\alpha$ all matrices with entries from $\{-2, -2+\frac{\sqrt{\alpha}}{10n},\cdots, 2-\frac{\sqrt{\alpha}}{10n},2\}$. I don't understand the cardinality bound as stated in the lemma. Can anyone please help me understand this?
Thanks