This is situational irony because the colonel says that all women do is panic when they see something that may frighten them, but the woman has a cobra lying on her foot and she is staying calm.
The theme is that gender doesn't have any impact whatsoever on how brave and courageous you are. The colonel and the young girl are arguing about whether or not women always panic when in a crisis. The colonel was wrong about what he said and assumed because he suggested playing the game, but Mrs. Wynnes was not only calm but also courageous when the cobra was on her foot.
This is dramatic irony because the reader knows that there is a cobra under the table, but the guests do not. The colonel, maid and Mrs. Wynnes are the only ones aware of this.