In New York City, 1925, twenty-two-year-old Penny Fox has a lot on her plate.

After her father's untimely death, she's just inherited his cabaret club—The Primrose—complete with a speakeasy in the basement, made possible by local mob boss Sonny Hargrove. By night, she's managing her father's business while being hounded by a greedy crime lord, and by day, working as a private investigator at her agency called The Sly Fox to help women flee abusive partners and catch their husbands affairs.

To make matters worse, she's currently being sued by a client's husband for snapping pictures of him with his secretary and ruining his marriage. When she comes across another woman being abused, Cora Bellinger, she decides to help her and falls in love, making her fiancé a sworn enemy while trying to process her feelings.

But it isn't until the dancers at her club begin going missing—and then murdered—that Penny realizes a serial killer is on the loose. If she wants to save her club and stop more women from being killed, she'll have to put her private eye skills to good use—before it's too late.