According to CanalAthletic.com, the 34-year old centre-half is interested in moving to the USA and ending his career playing MLS.
He is out of contract in the summer and is currently negotiating a new deal with Bilbao but if nothing can be agreed upon, he is prepared to depart San Mames.
The report suggested: 'Ocio is assumed to be negotiating (with) the club but if not satisfied with the final offer he would be willing to leave. In particular, he relishes the chance to play in the US.
'In fact, there has been interest from the Chicago Fire in the US' Major League Soccer and also the New York Red Bulls, who are competing together with the former Barca (Barcelona) players Thierry Henry and Rafael Marquez.'