Preheat the oven to 400°F to 450°F
Pat the steak dry with paper towels
Season both sides with salt and pepper
Place the steak on a baking sheet or oven-safe skillet
Add a little oil if desired
Put the steak in the oven
Bake for 6 to 10 minutes for medium-rare, depending on thickness
Flip the steak halfway through cooking
Check doneness with a meat thermometer
Remove at 125°F for rare
Remove at 130°F to 135°F for medium-rare
Remove at 140°F to 145°F for medium
Let the steak rest for 5 to 10 minutes before slicing