A woman's unfailing reaction in any crisis, is to scream
Women have outgrown that!
Because it was on my foot.
How did you know the cobra was in the room?
This is situational irony. The colonel is saying that women are scared of everything, while a woman has a cobra on her foot and is remaining calm.
This is dramatic Irony. There is a cobra in the room, and most of the characters don't know it is there, but we know it is there.
The theme is that your gender has no impact on how courageous you are. The colonel was saying that women are less courageous than men. However, in the story, the hostess felt a snake on her foot and was calm the whole time. This shows that women can be just as courageous.