There are only two appropriate ways to handle it: if the offense is not egregious, address the incident with the offender in private. If the offense is egregious, or if you do not feel comfortable enough to discuss it with the offender, then you should report it to whatever authority figures are responsible for the context of the incident.

"Calling out" the behavior consistently creates vigilantism, and puts an unfair burden on the accused. In instances of sexism I have never, ever seen the accused treated as "innocent until proven guilty" in the eyes of the online hate mobs.

Tim Hunt's experience was bad enough that he admitted to thoughts of suicide. This is a man fully respected in his field and has a knighthood, but still had difficulty facing the onslaught of hatred.