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If the stain has not been allowed to set into the leather, you can use corn starch to try and remove the oil from the leather.
The corn starch will absorb the oil before the leather does. Rub the corn starch into the stain with your finger until you start to feel warmth from the friction. Brush off the powder and repeat again. It may take a few trys if the oil has not been on the surface for an extended time.
Feel free to post any follow-up questions you may have.
If the stain has had the time to set in then it will be tough to get it out. Your best option will be to take the jacket to a professional leather cleaner. They may have a degreaser or restoration process that can remove the oil stain.