“Are not two small birds sold for a penny? And not one of them will fall on the ground without your Father, but the very hairs of your head are all numbered.”
So let the disciples remember Who this One is Who can destroy both body and soul in Gehenna. He is their Father Who has counted the hairs on their head. This picture may indicate the proud and loving father who as he watches his baby son grow really does seek to count the hairs that begin to appear. Not all babies are born with a full head of hair. Or it may simply be a description of God's detailed concern in observing the loss of each hair as it ‘falls on the ground', just like the small birds sometimes do. But whatever may be the case God does know exactly how many hairs they have, and He will ensure that none of those who are His own perish (Luke 21:18, compare 1 Samuel 14:45). Absalom preened himself on his own hair, and it brought about his death, but when God takes note of our hair it is a very different matter. We may not even like our hair, but He treasures even that, and He counts every strand because if we are Jesus' disciples He loves us so much.
Indeed they only have to consider the ‘small edible birds' (not necessarily sparrows) which can be bought for food. They are sold for two a penny (a penny signifying a coin which was sufficient to buy one day's portion of bread) for food for the poor, (and five for twopence in the right season (Luke 12:6), when it is buy four, get one free because there is a glut). But ‘your Father' (not the sparrows' Father) knows when even the sparrows fall to the ground. How much more then does He know what happens to those whose very hairs are numbered by Him. There is no guarantee that they will necessarily live and survive martyrdom. But they can be absolutely guaranteed that they are safe within the Father's will and knowledge, and that underneath are the everlasting arms (Deuteronomy 33:27).