The Great Gatsby, She was a deep one

Could you please tell me the meaning of "deep" in the following excerpt from the chapter Eight of The Great Gatsby by F. Scott Fitzgerald? Does "deep" means "mysterious", "difficult to understand", "unfathomable", "complicated", "shrewd", "preoccupied" or something else?

Michaelis had seen this too but it hadn’t occurred to him that there was any special significance in it. He believed that Mrs. Wilson had been running away from her husband, rather than trying to stop any particular car.

“How could she of been like that?”

“She’s a deep one,” said Wilson, as if that answered the question. “Ah-h-h——”

Thank you.