According to Italian newspaper La Nazione, Les Gones have accepted a bid of around £9.5m for the Argentine.
Manager Remi Garde said that he is not surprised by the interest in the 29-year-old, who has scored three goals so far this season.
"I'm not worried for now, at least until January 1," said Garde. "I have no more information but I'm not surprised to see teams interested in 'Licha'.
Lopez joined Lyon from Porto for £22m in 2009.