Having her talk to the viewer immediately makes the audience part of a very special Megyn Kelly tour group. It creates intimacy, almost a little conspiracy between you and her, so when she starts chatting about Roger (John Lithgow, galumphing with verve), including his history advising Richard M. Nixon, Ronald Reagan and George H.W. Bush, you lean in and listen. Tell us more. You’re getting the inside dope from one of the network’s biggest stars. When Megyn says that Roger is always watching and we see the many surveillance monitors inside his own personal panopticon, it brings a shiver. Tell us everything.

Directed by Jay Roach, from a script by Charles Randolph (“The Big Short”), “Bombshell” opens not long before the first Republican presidential candidates’ debate in August 2015. Kelly moderated it with two other Fox News anchors, but she was the one who drew national attention because of her questioning of Donald J. Trump and what it wrought. “You once told a contestant on ‘Celebrity Apprentice’ it would be a pretty picture to see her on her knees,” Kelly said. “Does that sound to you like the temperament of a man we should elect as president?” Afterward, Trump said she had “behaved very badly” and went on a Twitter rampage against her.

Here’s the thing about sexism: It doesn’t discriminate. It’s an equal opportunity prejudice that cuts across history, culture, political affiliation. “Bombshell” gets this. And part of what works in the movie is that it does a good job of presenting the ordinary assaults that women, even those with great privilege, can endure simply to get through a day, including dehumanizing “compliments.” When Megyn walks through the network as men size her up, she doesn’t break stride. She keeps marching. She’s a warrior and Theron makes you believe that with her ramrod posture and absolute assurance, Megyn could lead an army or maybe a rebellion, if she chose.

Will she or won’t she? That’s the question teased for a long time in “Bombshell,” which gains steam as Trump’s assault stirs up trouble for Megyn. (Roach incorporates archival material of the real candidate throughout, amping up the movie’s historical bona fides.) Narratively, Megyn’s insistence on calling Trump out for his treatment for women — and then dealing with the ominous backlash — becomes a prelude to the looming crisis with Roger. She is the network’s biggest female star and she’s willing to take on a presidential candidate; as Roger says, it’s good TV. But when Gretchen sues Roger for sexual harassment, Megyn at first lets the other woman twist in the wind.