This is a situational irony because it is different than what was expected to happen in the story. The hostess is not afraid of the cobra, and everybody else in the story thought that women would be easily scared and not as courageous as men.
This is a dramatic irony because it is obvious to the reader that there is a cobra but it is not obvious to the characters in the story.
The theme of this story is that your gender does not matter and that all men and women are equal. The theme is shown in the story by everybody arguing in the beginning about how men are more calm than women, but then when Mrs. Wynnes reveals the cobra was on her foot the whole time, the argument came to end and her situation shows that your gender does not define how courageous you are.