It becomes positively charged.
Electrons cary negative charge. Removing some number of electrons will make any object more positively charged.
When you spray a fine mist of an oil, it's very likely that oil drops will be released with fewer (or more) electrons. They will have a net positive or negative charge.
This is the first step in the rather famous Oil Drop Experiment performed by Robert A. Millikan and Harvey Fletcher in 1909. In this experiment they measured the charge of single electrons.