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OpenEXR 2 – Currently the only widely accepted file format for deep data, which can be read by other applications like Nuke;
VRST – This is V-Ray's native deep image file format which was used before the release of OpenEXR 2 was released. A separate plugin for reading VRST files in Nuke is available;.

Enabling Deep Output

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Deep output is only available when writing the render result through the V-Ray raw image file option in the Frame buffer section of the V-Ray settings. Deep output is not supported if using the 3ds Max native frame buffer or when writing the result though the Common tab of the render settings.

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In addition to deep data related to shading surfaces, V-Ray can also generate deep data from atmospheric plugins. The VRayEnvironmentFog atmospheric effect has an option to generate deep fragments. Phoeinx Phoenix FD can currently generate deep data if used in geometry mode. 3rd party plugins would need to use the V-Ray SDK to write deep fragments through the writeDeepFragment() function. Note that deep volumetric data can generate quite big deep files. You can use the VRayOptionRE render element to control the precision of the deep data in the resulting file.

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Depending on your compositing application, deep images can be read in different ways. In Nuke, this is done though through a DeepRead node (and not through the regular Image node – which will also read reads a deep file, but as a regular 2D image).