Olive oil is made up of abot 70-80% monounsaturated fat, in the form of oleic acid. This oleic acid is what gives olive oil many of it's wonderful health benefits like improved insulin resistance, cancer-fighting properties, and improved heart health. It is also these monounsaturated fats that give olive oil a low smoking poiint, making it unsuitable for temperatures above 121°C (250°F).
You can use sesame oil, grapeseed oil, hempsed oil or avocado oil.