In the short story, the colonel said that in a crisis women would always panic. It's situational irony when she doesn't panic when she feels the cobra on her foot. This is ironic because you wouldn't expect her to stay calm.
This is an example of dramatic irony because the host knew there was a cobra because she felt it crawling on her foot. However, the other people in the room didn't know that there was a cobra in the room.
The theme of the story is that your gender doesn't effect your gender doesn't affect how brave or courageous you are. This is because the colonel said that women would alwaus panic and she didn't panic but I man could also panic in a crisis.