Martin Scorsese's The Wolf of Wall Street, Margot Robbie, the Wolf Of Wall Street NY Premiere. WOLF OF WALL STREET'S MARGOT ROBBIE: My Character Had To Be Naked Because That Was Her Only Currency. Intimate moments with Margot Robbie Sexy Scenes, Margot Robbie. Margot Robbie got paper cuts all over her back during the scene in Martin Scorsese's dark biographical comedy, The Wolf of Wall Street. The opening scene features the executives throwing a little nervous to film a sex scene with Leonardo diCaprio in Wolf of Wall Street in the Oscar-nominated Wolf of Wall Street in 2013.