I've had this happen a few times ,sometimes you can get lucky and get it out.
What I do is try to isolate the area of the stain by pulling the outer shell out away from the jacket and wrap a heavy rubber band around it , this way it won't spread when you start to put a cleaner on. There are only so many things that will break grease down (and not eat your jacket) and most of them are solvents .
I have used "WD40" with good results . Don't soak the area just work at it with a small amount at a time on a rag , eventually you will get a fair bit in the material and you have to get it out or it will spread . Take a vacume and use it right over the area , it will take the solvent out with the grease at the same time. You may have to repeat this process a couple times , but get every bit of solvent out (lay it flat and use vacume) "let it dry and air out" , then give it a good dose of laundry stain remover before washing the garment.
Stay away from thinners , they are usually to strong and will eat the material , you will also have to use a waterproofing treatment again.
I did this with my daughters red jacket last season and it worked awsome .