Several questions about sp_BlitzIndex
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  Do sp_blitz script take into consideration delete, insert, update costs as well? 


sp_BlitzIndex has several sections based on SQL Server's diagnostic management views.


The missing indexes are based on sys.dm_db_missing_index_details, which don't take into account delete/update/inserts.
The existing indexes list is based on sys.dm_db_index_usage_stats and sys.dm_db_index_physical_stats, which do take into account deletes/updates/inserts.



  Moreover, how can i list bad indexes via sp_blitz? and how are they determined to be bad?


sp_BlitzIndex doesn't call indexes bad. It treats indexes a lot like human behaviors - for example, hoarding isn't necessarily bad in small amounts, or agoraphobia, or kleptomania, or being a furry. All kinds of behaviors are okay in small doses. It's up to you, not the script, to determine if an index is bad.