Ideally the dialogue in your screenplay reveals more about the situation and especially about the person speaking than just the content of the words.
To achieve this, a useful question to ask is:
Consider this example: Peruvian writer Mario Vargas Llosa complimented the Times Literary Supplement by saying, “I have been reading the TLS since I learned English 40 years ago. It is the most serious, authoritative, witty, diverse and stimulating cultural publication in all the five languages I speak.”
Showing off a little, were we, Mario?
Secondary intentions and where they come from
The speaker doesn’t even have to be aware of his or her secondary intention. In fact, most would deny it. Generally they stem from insecurities created in childhood. More examples of these kind of messages and their secondary intentions:
An advanced form
There’s an advanced form in which the speaker bigs himself up while appearing to put himself down, as in these examples:
Listen for these and make them work for you
If you listen for examples of these kinds of statements I guarantee you’ll hear lots.
Being aware of people’s secondary intentions is a good way to get insight into real people, and using them in your character’s dialogue is an excellent tool for letting your reader in on what your character really is like, without saying it outright.