The fun of “Side Effects” lies in figuring out what sort of movie it is even as you’re watching it. A sleekly clever murder mystery, the film plays as many games with the audience as it does with its characters, and for the majority of the running time — before the plot resolves into something smaller and meaner than you might have been expecting — the challenge comes from matching wits with what you’re seeing. Movies aren’t supposed to be this tricky anymore, are they?

They are when Steven Soderbergh is running the show. Working once more with screenwriter Scott Z. Burns (“Contagion,” “The Informant!”), the director sets up a dramatic situation whose suspense radiates out in many directions. There is a couple: Martin (Channing Tatum), who’s just out of jail after serving time for insider trading and wants his one-percenter’s lifestyle back, and Emily (Rooney Mara), the wife who wilted into depression after the feds showed up at their Connecticut mansion and who has since downsized into a Manhattan apartment, job, and funk.