Consider:
1. Take a look at the story’s multi-pronged irony:
a) Alida’s forged letter backfired: Grace met Delphin at the Coliseum anyway.
b) Vivacious Barbara is the daughter Alida wishes she had had.
c) Alida learns Barbara is her husband’s daughter.

2. Point of view is critical in building toward the ironic ending. The point of view is that of Mrs. Slade: at first we identify with her, even her condescension toward Mrs. Ansley, whom we find a bit dull and mousy. Only gradually do we come to dislike Alida. And so, in many ways, the ironic joke is on us, too. It’s brilliantly, subtly done.

3.The title is a form of verbal irony. Roman fever has a dual meaning: ostensibly malaria, but also the jealousy raging through Alida, both past and present.

4. The setting is the Roman Coliseum, a reminder of ancient strife and ferocious Roman games. In this story it becomes the site of modern strife: a brutal psychological game—representing the "accumulated wreckage of passion and splendor." Notice, too, how the sky and lighting augur what's to a come: clear skies giving way to dark shadows.

5. Symbolism: Notice how Grace sits quietly knitting—as if she's knitting a web in which Alida will eventually trap herself. Are her needles weapons? If so, offensive or defensive?

6. One of most intriguing line occurs when we learn that Mrs. Ansley had long pitied Mrs. Slade. "So these two ladies visualized each other, each through the wrong end of her little telescope." What a wonderful comment on individual perspective—how each of us views the world differently, sometimes the complete opposite from those around us. Whose version of reality is the correct one?