Nikon D7200 body - Manual (Page 269)

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In full-frame, zoom, thumbnail, and calendar playback, press the
L (U) button to protect the current picture from accidental
deletion. Protected files are marked with a
P icon and can not
be deleted using the O (Q) button or the Delete option in the
playback menu. Note that protected images will be deleted
when the memory card is formatted (
0 289). To remove
protection from a picture so that it can be deleted, display or
highlight it and press the
L (U) button.
Protecting Photographs from Deletion
L (U) button
A Removing Protection from All Images
To remove protection from all images in the folder or folders currently
selected in the Playback folder menu, press the
L (U) and O (Q)
buttons together for about two seconds during playback.