Open a capsule of each new batch and smell it. Then put the package in the fridge, and keep it there. Problem solved.

The fridge alleviates many such issues.

I've had fish oil capsules that were packaged under nitrogen, specifically to reduce degradation before sale. But those are not cheap.

There's an obvious conflict of interest with that link. They discuss the rancidity of fish oil and then pitch their own fish oil product. I've heard rancidity of fish oil discussed before. It seems like a reasonable thing to be concerned with, but I'd like to see an impartial, scientific discussion.

I like Coromega brand because it can't become rancid. The oil is sealed in an air tight packet until you consume it.