You would be over hedged in your call position if it was delta neutral before the stock cratered. Since you are long delta on the call, you would have shorted stock to make the original position delta neutral.
When the stock fell, your long call delta would have fallen, and you would buy to cover some of your short stock hedge. However, being long the call, you would have been long gamma. As such, this trade should have been a great trade for you.
Your position would have been overhedged. But as you were short the stock, your short delta on your hedge would not have been changing as the stock tanked. Meanwhile, your delta on your long call would have been decreasing. As a result, your short delta would have been increasingly short as the stock was crashing--just the way you want to be positioned as the stock is tanking.
You would also have been long Vega in your long call position. As the stock tanks, the implied volatility should have gone up which would have benefited your long call position slightly. Also, skew would have worked in your favor.