It depends on what oil you use. Some people think it's best to use a budget oil and change it every track session, but to me, that's not a good plan as it won't protect as well and costs more in the long run than using a quality oil and changing it every few track days. The top end ester oils are fine for 10 hours of track use (they have also been used for 24hr racing with no issues), so no need to change after a track day. We still have customers who change the oil after every track session, even with a top end oil (and me, the guy who is selling it, saying they don't need to change it as often as that).
Cheers
Tim