He has spent time on loan at Ipswich, Galatasaray and Racing Santander and looks set to leave the Barclays Premier League club this summer.
The Mexico international's agent, Vicente Montes, told calciomercato.com: "We have several options and we need to weigh them all up.
"The truth is that Gio has always wanted to play in La Liga or Serie A so that's what we're aiming for.
"A swap deal with Julio Cesar? Often journalists talk without knowing the truth, but that is not the case here.
"Inter is one of the possibilities, I can't deny that."