Heat oven to 200C/180C fan/gas 6. Rinse and dry the fish. Season all over, then stuff the cavity with some fennel slices, lemon and basil. Scatter the olives and any leftover fennel, basil and lemon into a roasting tin.
Place the sea bass on top. Drizzle each fish with the oil and bake for about 30 mins or until cooked through and starting to brown.