Olive oil isn’t made to be used on your body. The ones mentioned here do not leave a tacky reside and can be warmed in water (put the bottle in bowl of hot water)
Another option is a lube warming system like Pulse. I have one and really like it. It’s not tacky either and always feels silky and warm.
Here’s a link if you’re interested:

https://www.shareasale.com/r.cfm?b=2103338&u=2612105&m=128826