Palermo are searching for a new coach this summer.
"We'll see what the future holds for me," said Sannino on Radio Manà Manà.
"I owe a great deal to President Mezzaroma, but at the end of the season we talked it over and decided if the option arose that we could take different paths.
"I think this can be considered a moment of stand-by, as the President is thinking about it, but I hope soon he can give me the opportunity to work in a new adventure.
"We'll see how it goes. There has been some contact with other clubs, but I'd like to point out Lazio are not among them.
"I hope for the sake of everyone that we can break off without any problems. I think at the end of the day President Mezzaroma will understand, as there are many situations to take into consideration. All of it goes into my desire to change.
"Many important Coaches have worked at Palermo and it can be a great chance for me to grow professionally. I hope to have this chance."