Clearly, the title of any short story is an incredibly important clue or hint as to that short story's theme or meaning, and so you might want to consider how leaps play a very significant part in this story. The tale is all about making connections and bridging gaps between two objects that are divided. Of course, the title finds its clearest physical expression in the way that Anna makes two physical leaps to save both herself and her children. Let us also be aware, however, of the way in which these two physical leaps also involved other, more metaphorical, leaps. Firstly, Anna had to choose between saving herself and her unborn baby and dying with her husband. This therefore was an emotional leap that showed her desire for life. Secondly, the leap that Anna makes with the narrator was also a leap of faith, even though there was no obvious means of rescue for her daughter.
Leaping as a metaphor for making connections and for bridging various gaps is therefore incredibly important for this story, and you would do well to focus on leaping as a theme and the other examples of leaping that you can identify. For example, why did the narrator return home to look after her mother? What was the reason that triggered this "leap"? Good luck, and I hope this helps!