Question on hedging crude exposure with options - volatility crush after events?

I'm relatively new to thinking about hedging my longer-term physical crude exposure through the futures market, and I've been experimenting with using options for some of the shorter-term spikes we've seen. My question is, how do some of you veterans account for the volatility crush that seems to follow significant geopolitical events or inventory reports? I've noticed that if I buy calls to protect against an upside spike in $CL_F, and that spike materializes, but then volatility drops off sharply the next day, a good portion of my gains are eroded even if the underlying price holds. Is it just an expected cost of protection, or are there strategies to mitigate this vega risk more effectively without taking on excessive delta exposure? I'm trying to get a handle on balancing the protection with the cost.