Verified by Visa with an appropriate implementation is one way to fulfill the requirement for Strong Customer Authentication. All Visa cards in the EEA will have to either implement Verified by Visa in a compliant way, or use some other method such as a randomised CVC you can find out via a mobile app.
SMS 2FA sucks for those who travel to other countries and switch SIMs to avoid data roaming costs. One bank I work with had an interesting solution. If you have their mobile banking app open (authenticated) when you get the verified by visa page, you simply click submit (enter no SMS) and it goes through.