Stage directions in a script are typically shown in italics, and they are often written in a different font or formatting style to distinguish them from dialogue. However, they are not usually presented in all capital letters or underlined. The typical convention is to use italics for stage directions, indicating actions, setting descriptions, or character movements.
For example:
Character Name: (enters stage left, looking anxious)
In this format, the stage direction is set in italics to separate it from the spoken lines of the characters.