Well the question "which volatility do you use to manage an options position in which each strike trades at a different IV" is an excellent one with no widely-agreed-upon answer and many suggested ways of handling it.
You can divide the solutions into two broad categories - calculate your deltas (and other greeks) using a different volatility for each strike, or simply use 1 volatility across the board (generally the ATM volatility).
If you decide to use different vols for each strike, then which vols to use? The really professional programs like Pro Opticus by Prime Analytics have several ways of doing it that are frankly beyond my expertise - interpolation using curve fitting, cubic spline, and others whose names I don't recall.
Being a simple sort, I personally prefer to use the simplest solution, which is to use the ATM vol across the board for calculating my entire position at every strike. There are lots of reasons, but I guess it comes down to the fact that it works for me.
So the answer to your question is that in my example I use the ATM volatility to calculate the delta of every strike.
How often do you even up your deltas and lock in a profit? That too is an eternal question with no easy answer. It's the same question as "I'm in a winning trade, when do I take profits?"
