But the two or three people of whom I asked his whereabouts stared at me in such an amazed way, and denied so vehemently any knowledge of his movements,

from F. Scott Fitzgerald – The Great Gatsby (Chapter III) on Rap Genius

Meaning

Carraway does not know that most of the party, like himself, do not even know the mysterious host. They all simply show up to ave a good time. The party goers are amazed at Carraway’s question, because no one really knows who Gatsby is nor are they really concerned.

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