Preheat the oven to 400°F
Pat the steak filet dry with paper towels
Season both sides with salt and black pepper
Heat an oven-safe skillet over high heat
Add a small amount of oil to the skillet
Sear the steak filet for 1 to 2 minutes per side
Transfer the skillet to the oven
Roast until the steak reaches your desired doneness
Check internal temperature with a meat thermometer
Remove the steak from the oven
Let the steak rest for 5 to 10 minutes
Slice and serve