Audience noise is usually a nuisance in the theater: pinging smartphones, the rustling of bags, hacking coughs. York Walker’s Gothic horror play Covenant, however, elicited the more gratifying sounds of audience shrieks and gasps. Wonderfully inventive staging in the tiny Roundabout Underground space and a first-rate ensemble allow shocks and scares to flourish, mostly overcoming some lapses in the writing or plot twists that might not withstand too much scrutiny. Under Tiffany Nichole Greene’s direction, Covenant is genuinely scary, and that it achieves this for an audience inundated with high-budget, digital effects–driven entertainment is a testament to the theatrical craft on display.