According to Sportitalia, Lazio are not getting any closer to Santos striker Marcos Leonardo, so are turning their focus to FC Basel talent Zeki Amdouni, Wolves man Fabio Silva or Taty Castellanos of NYCFC.
They need a centre-forward who can act as an alternative to Ciro Immobile now that they have qualified for the Champions League.
Marcos Leonardo had been the first choice, but several offers have now been rejected, the most recent at circa €12m, while Santos continue to demand €15m.
The Biancocelesti seem to be drifting away from the Brazilian Under-20 World Cup striker and are instead leaning more towards Amdouni.
It is reported his agent already met with Lazio President Claudio Lotito and the asking price is €12m.
Sportitalia director Alfredo Pedulla also claims Lazio are keeping a close eye on other candidates, including NYCFC striker Castellanos after his loan experience with Girona.
Wolves centre-forward Fabio Silva is another option, returning after a loan at PSV Eindhoven.