A number of Serie A sides, including Juventus and Parma, have been reportedly tracking the Yugoslav, however the star does not want to go anywhere.
Stankovic went personally to see the club's chief officer Luca Baraldi, and tell him that he is not interested in moving as he is happy.
"I've spoken with Mr Baraldi and I'm really proud to be part of a Lazio team that I am involved in," said Stankovic. "I've said that I'd like to stay in Rome with Lazio for a long time.
"As for my contract renewal, there is time to think about it and I'll do when it will be time. I'm really happy and I only want to think about playing football and winning matches."
