Holloway has been linked with a move to the Liberty Stadium this summer following Brendan Rodgers's recent switch to Liverpool.
Despite being surprised at a lack of interest in the 49-year-old, Oyston is ultimately relieved that he is still with the club.
"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," he 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."
The Seasiders narrowly missed out on a return to the Premier League last season after they were beaten by West Ham United in the Championship playoff final.