Olive oil is nice, but has lots of omega 9...Which is ok, but not the healthiest option. Omega 3 is great, but very delicate and never should be heated. Like flax seed oil, chia sees oil, walnut oil, pumpkin seed oil, etc.
Also if we eat raw nuts and seeds, we also get the benefits directly, without extracting the oil. Oil is not a whole food any more. That's why I'm leaving more and more oils out of my diet.