We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only progressively measurable in the time variable. For 2m-th order systems with VMO regularity in space, we obtain L p (L q) estimates for all p > 2 and q ≥ 2, leading to optimal space-time regularity results. For second order systems with continuous coefficients in space, we also include a first order linear term, under a stochastic parabolicity condition, and obtain L p (L p) estimates together with optimal space-time regularity. For linear second order equations in divergence form with random coefficients that are merely measurable in both space and time, we obtain estimates in the tent spaces T p,2 σ of Coifman-Meyer-Stein. This is done in the deterministic case under no extra assumption, and in the stochastic case under the assumption that the coefficients are divergence free. Keywords Stochastic PDEs • Maximal regularity • VMO coefficients • Measurable coefficients • Higher order equations • Sobolev spaces • A p-weights