Both the oils have different health benefits.
If we talk about mustard oil it protects us from coronary heart diseases, also stimulates digestion, makes immune system strong. It also protects us from cancer and has the contents of fatty acids.

On the other hand olive oil is very healthy. It is also very beneficial for the heart. If taken in empty stomach it helps in relieve upset stomach, flatulence and heartburn.

So, both the oils are good and it depends up on you how you are using them.