You can go one grade heavier (since you're going to be running a bit hotter then normal driving) but I think most people stick with the normal weights.
40 grade oil will give the about the same viscosity as 30 grade when running at 250F.
Running 30 grade oil at 250F is like running 20 grade under normal temps.
But you would need to change it out when you're done with your track day which isn't that practical for most people.