Cory Finley wasn't even sure he had written a movie — the next thing he knew, he was standing on set with Anton Yelchin and Anya Taylor-Joy.

When Cory Finley was growing up, his mom often told him that he was very empathetic. “I was a sensitive kid,” he confessed over coffee near his Brooklyn apartment. “I was always the one leading the pretend games, and I would get very bothered by imagining other people’s pain.” Pause. “I thought that empathy was the one thing you needed to be a good person.”

We were all young once, Finley more recently than most. But time has a funny way of making us question our most basic truths — people are haunted by the things they take to heart, the way they always refer to ghosts by name — and when the prodigiously talented playwright sat down to write the screenplay for what would become his first movie, the only thing this “sensitive kid” knew for sure was that it began with someone who literally couldn’t feel anything.

For Finley, that character may have been a bit of wish fulfillment. Seemingly as comfortable in his skin as you might imagine a tall, smart, and maddeningly accomplished young man to be, he swears it’s all for show. “I’m not competent and cool, I’m just good at acting competent and cool.” If that’s the case, his feature debut forced him to give the performance of a lifetime.

When his agent sent the script to production companies and theater studios, Finley expected it would wind up on the stage. Instead, Oscar-winning writers Nat Faxon and Jim Rash signed on to produce, they were joined by Alex Saks and her June Pictures (“The Florida Project”), and they gave him the green light to direct the thing himself. Finley remembers his first day on set, which literally was his first day on set: “It was like being on a rope and looking down and seeing the chasm beneath you — every time I had to think what I was trying to do, I would be totally overwhelmed.”

Spoiler alert: He got the hang out of it. “Thoroughbreds” premiered at the 2017 Sundance Film Festival, just a few weeks after Finley’s 28th birthday. This critic declared it to be “delightfully vicious and mind-bogglingly confident.” The movie sold to Focus Features for $5 million. Finley had to be happy that he could feel that.

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Finally opening in theaters on Friday, “Thoroughbreds” (née “Thoroughbred”) tells the story of two high school girls in the kind of hyper-affluent New England suburb where the houses are fenced off with iron gates and the help swoops in to straighten things out like they’re Navy SEALs sweeping through Abbottabad. There’s Lily (“The Witch” star Anya Taylor-Joy), a put-together type who’s on shakier ground than she seems. And then there’s her estranged childhood friend Amanda (“Me and Earl and the Dying Girl” breakout Olivia Cooke), the girl who can’t feel anything. Lily has a zillion emotions; Amanda has none. Lily has a douche-bro stepfather (Paul Sparks) whom she desperately wishes she could murder. Amanda has a bad reputation around town because — as we see in the film’s opening scene — she euthanized a wounded racehorse with a kitchen knife.

Like most of the bloodshed in Finley’s magnificent comedy of menace (to borrow a phrase that’s been used to describe the Harold Pinter plays that helped inspire the script), the actual slaughter takes place off screen, but we still have to live with it. It seeps into every crevice of Finley’s noir-tinged debut, a portrait of privilege that stands on the shoulders of ghoulish modern classics like “Jawbreaker” and “American Psycho” in order to see what they might have missed.

Hardly just another movie about a couple of rich white girls trying to get away with murder, “Thoroughbreds” is also a movie about how they can live with themselves. It’s a movie about why neither of them can do it alone, and how their friendship is forged by a world in which giving a shit about other people has become the biggest obstacle to success. Empathy isn’t the only thing you need to be a good person, but it might be the first thing you need to get rid of if you want to be a rich one.

A genial St. Louis native who graduated from Yale on his way to becoming a young star of the indie theater world, Finley has always been sharply attuned to the cost of wealth. “I didn’t grow up in a super-rich family like the ones you see in the film,” he said, “but my parents provided very well for us, and I always saw their ability to provide for us economically as a manifestation of their love. Particularly for my dad, who worked in venture capital and would travel all the time. He was would record these bedtime stories for us that we could play while he was gone — and I know he hated how much he was gone. But that was his way of loving us.”

Thoroughbred Cast, by Daniel Bergeron. Indiewire. 2017. Must be licensed through Getty Contour. No PR/No Release on file

It was the first time that Finley recognized the fundamentally transactional nature of relationships in this country, a place where money turns everything into a zero-sum game, and each gain has to be offset by a commensurate loss. The rich are rich because the poor are poor. It’s the simple kind of lesson that’s a lot more fun to learn at a distance. But Finley, already hung up on the pain of imaginary people, was less absorbed by the perniciousness of income inequality than he was by the indifference required to sustain it. “Not feeling anything doesn’t mean I’m a bad person,” Amanda says, “it just means that I have to try harder than everyone else to be good.”

That line began to crystallize in Finley’s mind when he started working as a tutor after college, traveling to affluent towns across the tri-state area. It was Connecticut that really did the trick. “I could always feel the weight of the wealth around me,” he said, “not just the love in it, but also the violence. At the same time, I also really came to like the kids that I was working with, as any good teacher would.” They were just children. They would never knowingly hurt someone. On the other hand, they would never have to. And one day in the future — whenever life finally put something real in their path — some of them might find that apathy was their deadliest asset.

That’s the story of how Lily and Amanda were born, the two characters weaponizing each other like a bomb and its detonator. On their own, both are relatively benign. But together? You might want to hide the cutlery. Finley explained how the chemistry of it all worked out: “I was interested in the idea that Amanda isn’t necessarily a bad person. She has the capacity for cruelty, as we see in that first scene, but not the will for it. And then Lily has the will to be cruel, but not the capacity for it. She has the healthy moral instincts that we would all have, like for instance: ‘Don’t murder someone.’ But meeting Amanda gives her permission to act in a different way, the way certain ideologies can enable people to do that.” Finley anticipated the next question before it could even be asked: “I don’t want to say Amanda is the Republican Party, because she’s also a human being, but I was definitely interested in how people can arrive at the decision to leave their empathy behind.”

Naturally — if ironically — both of Finley’s lead actresses brought all sorts of empathy to their roles, each of them are eager to avoid judging characters who would never think to judge themselves. Cooke, who was cast for her perfect deadpan, and swears that Finley “operated from the get-go with such a quiet confidence that you couldn’t really put it into words,” found something universal in the manipulative bond that forms between Amanda and Lily: “You’re just so malleable at that age,” she said, “and there’s an obsessiveness that comes with all of your friendships. You convince yourself that someone has everything that you don’t, and so you try to absorb all of their traits because you think they’ll make you stronger.”

If anything, the actress found that she had too much in common with her character. Laughing about the film’s London premiere, Cooke remembered what happened when her mom first saw her as Amanda: “She was like ‘Olivia, it’s just you.’ And I was like ‘Mom, I’m playing a sociopath!’ ‘And she said ‘Yeah, but that’s just how you are at home.’”

Joy couldn’t have cared less that Finley was a first-timer; she found a lot of strength in her writer-director. “I never worry if a director is going to be competent, because for me it’s more about a deep emotional connection. I just vibe with people of a certain tribe, and with Cory I felt like I had just met a soulmate.” And though she raved about wanting to make “a deliciously nasty-clever dark comedy about two women” since before she even started working as an actress, it wasn’t until after the shoot wrapped that Joy could fully admit to herself how dark things really got. “Crew members would be like ‘God, Lily’s such a bitch,’ and I would get very territorial in a way that’s totally not in my nature and just say ‘You cannot talk about my character that way.’ It was only when the film ended and I shed her skin that I had the clarity to see she’s quite a toxic person. And while she’s a symptom of her environment, it was strange to inhabit her for such a long time, because at a certain point you’re just justifying her actions.”

Finley made sure that “a certain point” is hard to pin down; his characters are clouded by the forces around them, and to assign them any clear morality is to miss the point. Essentially two femme fatales Voltron-ing together into one perfect killer, Lily and Amanda are cut from the same old-noir cloth. They change with the lighting and never let you get comfortable. Besides, Finley doesn’t seem very interested in “likable” characters. If anything, his debut feature is less concerned with our ability to like its characters than it is their inability to like us.

Or, for that matter, their inability to think about us at all. When someone is raised to see every relationship as a transaction, they’ll do whatever they can afford. For these girls, even the friendship between them involves money changing hands; Lily is paid by Amanda’s parents to give their sociopathic daughter some kind of social life, and the film’s most crucial turn might be when she starts hanging out with the horse killer for free. So when the girls decide to kill Lily’s stepdad, they naturally offer the job to the local fuck-up, a scraggly low-rent drug dealer played by Anton Yelchin in the late actor’s brilliant and humane final performance.

A victim of capitalism’s cold shoulder, Yelchin’s character is “Thoroughbreds” secret weapon — so much of the film’s power can be found in the cockeyed way he looks at these girls, shocked at their plan but also somewhat powerless to turn them down. His pain isn’t real to them, even when they see it — or cause it. “Everyone uses everyone,” Finley sighed. “That’s what happens in a world where there are always clear winners and losers.”

But that doesn’t mean “Thoroughbreds” is necessarily on Yelchin’s side. The beauty of the movie — until the very bitter end — is that Finley refuses to take sides. “I think trying to parse the moral heart of the movie isn’t productive,” he said. Citing “Force Majeure” as a recent favorite, Finley elaborated: “I like movies that present moral quandaries, that make you constantly reevaluate your position relative to the characters.” Sure, Lily and Amanda are willing to kill someone just so one of them can avoid having to go to an elite New England boarding school (the horror!), but laying this all on them is just an easy way to pretend that none of it is on us.

Finley, who will always love the theater (but wants to get back on a film set “a little more viscerally” than he wants to get back on a stage), has done a lot of growing up in the last few years. And also perhaps a lot of growing into himself. The stakes might be a little higher now, but he’s still that sensitive kid who naturally leads everyone in the pretend games they play, still the kid who’s hung up on other people’s pain. “Thoroughbreds” may have been shot back in the halcyon days of candidate Trump, but there’s something right on time about a movie where empathy only gets in the way — a movie that touches a nerve by confronting us with characters who can’t feel a thing, and isn’t afraid to figure out why. Some people are born bad, but most of them are just bred that way.

“Thoroughbreds” opens in theaters on Friday, March 9.

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