https://www.thedailymeal.com/1353224/best-oil-seasoning-cast-iron-skillet/

Repeatedly oiling and heating a cast-iron skillet gives it a nonstick surface due to a chemical process called polymerization. In the context of seasoning a cast-iron skillet, polymerization occurs when the oil is exposed to high temperatures, subsequently breaks down, and forms a bond with the metal. This process is more successful if the oil you use is high in unsaturated fat. There are many vegetable oils that are rich in both mono and polyunsaturated fats, but avocado oil outperforms others due to its higher smoke point.

The smoke point of refined or regular avocado oil falls between 500 and 520 degrees Fahrenheit. By contrast, grapeseed oil, a more commonly recommended seasoning oil, is 420 degrees Fahrenheit. That's high, but it's still significantly lower than the smoke point of unrefined or extra virgin avocado oil, which is 482 degrees. 

A higher smoke point causes polymerization to occur at a much slower rate, which is precisely what yields a more solid nonstick coating. As a result, your cast iron will stay seasoned for far longer.

I have always used peanut or vegetable oil on my cast iron.