Could someone please help me create this graph for a moderation?

Hey guys,

I'm just doing some stuff on moderation and watched an Andy Field video for some help, he's always so useful! In watching it I spotted this graph he had produced and it looks more interesting and a bit different to a standard scatterplot and wondered if anyone could guide me how to make it? I had an attempt and got nowhere! I'm just sort of assuming he did it on SPSS but I don't even know that for sure.

It is at 10:54.

Another quick q: He is using three continuously measured variables there. Would this graph still be effective with two continous measures and a moderator like SES which has three levels? Or gender? I'm guessing it definitely wouldn't be effective for gender but maybe SES?

Thanks in advance!