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."