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Dry off the steaks using kitchen paper or a clean cloth. Brush with the oil, then season generously with salt and freshly ground black pepper.
Heat the air fryer for 2 mins on 200C. Put the steaks in the basket and cook for 6 mins. Turn the steak and cook for a further 2 mins. At this point, your steak should be rare to medium rare. Cook for a further 2 mins for medium steaks, plus 2 mins more if you prefer them well-done.
Remove the steaks and put on a plate to rest for 3-4 mins. This is a perfect opportunity to make a sauce, if you like.