Holloway's name has featured consistently among the list of leading contenders to succeed Brendan Rodgers at the Liberty Stadium and there had been suggestions that he was set to hold talks with the Swans.
But Swansea chairman Huw Jenkins is currently out of the country on holiday and a Blackpool spokesman said that the club had received no contact from the south Wales side.
"I know it's manager silly season at the moment but we've not had a call from anyone enquiring about taking Ian as manager," Oyston told BBC Sport.
"[That] amazes me, I have to say, after what he has done here, what he has worked with and the way he has gone about things.
"I would think that would make him a prime candidate for other clubs to consider.
"However, surprisingly, and I am very pleased about it, we have not had any calls and I hope that continues."
Jenkins has played his cards close to his chest as he considers his options in the hunt for a successor for Liverpool boss Rodgers.
And 49-year-old Holloway, who last month saw the Seasiders miss out on a return to the Premier League as they lost to West Ham in the Championship play-off final, is among several candidates being linked with Swansea.
Former France and Chelsea defender Marcel Desailly emerged as one of the favourites over the weekend having completed his UEFA coaching qualifications with the Football Association of Wales and spoken of his admiration for Swansea's passing style.
Former Arsenal and Holland striker Dennis Bergkamp has also received plenty of backing despite the Ajax number two previously stating he had no desire to become a manager.
Michael Laudrup's agent said there had been no contact with Swansea over a move for the former Barcelona and Real Madrid midfielder.
But the Dane's reputation for producing attacking football at Getafe and Mallorca means he fits the Welsh club's wish to continue with their tactical approach.
The only man known to have had talks over the vacancy is Wigan assistant manager Graeme Jones.
It was thought the 42-year-old, who had a previous spell at the Liberty as Roberto Martinez's assistant before following the Spaniard to Wigan, had fallen down the pecking order due to reservations over taking his first managerial position.
But it is understood he remains a leading contender for the job.
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