Is dynamic hedging a combination of writing covered calls and long puts?

I don't know a thing about Taleb's Antifragile portfolio structure(s) but I can offer this generalized option commentary per your title:

• If you add a long put to a covered call and they are of the same series, it's an arbitrage called a conversion

• If the strike price of the call and the put are different then it's a long stock collar which is synthetically equivalent to a vertical spread. The strikes are typically OTM but that's not a requirement.

I doubt that a long stock collar would qualify as dynamic hedging since the net delta is significantly positive because +100 delta stock exceeds the sum of the two negative OTM option positions.

It would be helpful if you defined what an antifragile portfolio is.