The best option of course is to move out. But you can take some steps to help yourself:
1) Use an affordable room purifier like the
Sqair from smartairfilters.in. I use it in a bedroom even with a kitchen window semi-open and it works very well. Also before you go for any room purifier, you may want to look up the studies and experiment data on the website.
2) Pollution peaks in the night and is lower during the hours from 12PM to 7PM (see attached image). Plan most of the outdoor activity (if any) at that time. Also, its a good time to ventilate your house since it gets really bad outside those hours and one has to keep
windows closed.
3) If you have to commute/step out when pollution is bad, use a
mask. There's good data out there on which one to buy, etc.
I recently joined the funding for the latest room purifier project from smartairfilters: the Sqair on kickstarter:
Source
It was disappointing that despite so many people apparently concerned about pollution in India, there were only 18 supporters from India while there were over 60 from the US where pollution is a negligible problem if at all! Being a part of efforts like these (with no time and modest money commitment) also helps me avoid depression xD
For all the rants, I don't see the desire in India to solve the problem not even to the extent individually possible even within financial limits. It is also amusing to see the ruckus for one day of Diwali when the situation remains bad from Oct-mid to Feb. And its not a recent thing, I've been tracking for 4+ years now and Diwali is only a temporary problem. It stays bad until Feb probably due to open fires for heating and atmospheric conditions.
I thought Delhi was polluted beyond acceptable limits 10+ years back but it seems like the threshold at which people actually start complaining is awfully high! And most of it is ranting and complaining about relatively insignificant things like Diwali effect. Or expecting the govt to do something about it. Some things of course require govt action but one would expect to see significant private, community organization involvement too in a free country.