What word means dry sense of humor?

It means to be sort of serious when telling a joke and only little parts (if I may) are understood by the listener. It requires work, actually, for the listener to completely get it. It also means you're very humorous. So basicly, a "dry" sense of humor is a good thing.

2nd Answer:

But the question was, "What Word" . . . the Word could be "droll".