“Is it a gift or is it not a gift that you can only play the age you are?”

It’s a rhetorical question Diane Lane asks — but doesn’t pretend to have the answer to — and also a thought she embraces.

“I am grateful for it,” she says. “And I’m optimistic that I’m at the right age to play some interesting people.”

Interesting is one of the many things that could be said about Slim Keith. In FX’s “Feud: Capote vs. the Swans,” Lane plays the real-life socialite, who was among the women that acclaimed novelist Truman Capote collected like prized confidantes in the 1960s, before using the secrets they entrusted to him as thinly veiled material for his final unfinished novel, “Answered Prayers.”

A California native, Keith was the pinnacle of elite society and style in the mid-20th century. She was a force in...