A soft-tossing reliever, Olson served as a closer for the Orioles and the Diamondbacks but also pitched for the Braves, Indians, Royals, Tigers, Astros, Twins and Dodgers. Acquired at the 1996 trade deadline, Olson appeared in nine games and earned a 1-0 record with a 4.82 ERA in nine innings.

For his career, Olson has produced a 40-39 record with 217 saves and a 3.46 ERA.