Let the steak sit on the counter until it reaches room temperature, at least 20 minutes.
Preheat the air fryer to 380ºF. Pat the steak dry thoroughly. Rub with the oil and season with salt, pepper, and any other seasonings.
Place the steak in the air fryer and cook until a meat thermometer stuck into the thickest part reads 120ºF to 125ºF for medium rare, 8 to 9 minutes. Transfer to a cutting board, tent with foil and let rest for 5 minutes before serving.