“I made my jump fine, but I was shot in the back in midair.” The girl calling herself Index seemed to smile. “I apologize. It seems I was caught on your balcony as I fell.”

She tossed an innocent smile in Kamijou Touma’s direction without even a hint of self-deprecation or sarcasm.

“You were shot...?”

“Yes? Oh, you don’t need to worry about a wound. These clothes also function as a defensive barrier.”

What did she mean by a defensive barrier? Was it a bulletproof vest?

The girl spun around as if to show off new clothes and certainly did not seem injured. Kamijou had to wonder whether she really had been shot. The concept that she was delusional or making it up seemed more realistic.

[...]

"I told you I got caught on your balcony after getting shot, right? Well, I would have a giant hole in me if it wasn’t for the Walking Church. Do you understand now?”

Toaru Majutsu no Index vol.1 ch.1 pt.2,3