Heat oven to 425°F. In small bowl, combine scallops and oil; toss to coat.
Place basil leaf on center of each prosciutto strip; top each with scallop. Roll up; place, seam side down, in ungreased 15x10x1-inch baking pan.
Bake at 425°F. for 8 to 10 minutes or until scallops turn opaque. Insert decorative toothpick into each.