Winter quotes an interview with Diana Rigg, in which she talks about playing Olenna. One of the things she says about her character is that she’s “pretty evil.” Dan Selcke responds:
Rigg may have been speaking with her tongue planted in her cheek, but that’s one way to read Olenna’s actions. She did commit regicide, albeit against someone few would miss. But generally speaking, Olenna’s motives are sympathetic, even if she’s done some questionable things in the name of her family’s well-being.
I don’t think Rigg was speaking tongue-in-cheek at all. Lady Olenna is at best a deeply, morally ambiguous character. We like her because it’s so much fun to watch her rip into Cersei and say horrible things about her male family members, but still, we’re talking about someone who’s been in cahoots with Littlefinger.