Bolton have no desire to sell their top scorer but Megson acknowledges they may receive an offer too good to refuse.
Megson and his new scouting network have therefore spent the international break assessing potential transfer targets so they are ready to move should Wanderers be forced to cash in on their prize asset.
"We've been doing a lot of work during the international break in terms of watching players," said Megson. "It's no good something happening and saying 'well, we weren't ready for it'.
"You can't identify everything that's going to happen but we've got to know what we'd like to do if certain things do happen.
"What we've got to do is get the best out of Nic while he's here," he added. "If he's here for a long time then great - if he's not then we've got to make sure that when he leaves it makes us a stronger football club.
"There's been no amount of money put on it and we're not 100% sure what we're going to need, but what I will say is that anybody we do bring in will have to be quality to go with the ones we've already got."