This is a matter of believe: down there is was Roman theatre, nothing is visible any more.
More extensively from a notice: "Behind the Northeast Tower and to the east, a natural depression marks the location of the great theatre of the Greek and Roman city of Ilion. It could accommodate c. 6000 spectators and richly decorated. Built in the fourth century BC it was destroyed in 85 BC by Fimbria, and renovated under Augustus (31 BC-14 AD). It has been only partially excavated. "