FYI, every single Vitamin D supplement I've seen is just olive oil in gel capsules. You can even see it in the imaged on the amazon product page he linked. I just cook with olive oil all the time -- stir frys, eggs, meats, etc....
...additionally with Vitamin D in them.
Olive oil is listed under "Other ingredients" on that bottle. I presume that means it's not the main ingredient.
According to http://ndb.nal.usda.gov/ndb/foods/show/631?fg=&man=&lfacet=&... olive oil contains no vitamin D.