Sources told FanRag Sports that the Yankees are one of "many" teams to check in on Gray, but are "reluctant" to give up their best prospects.
Sources told ESPN Saturday that the Indians were among those interested teams "evaluating" Gray. The Boston Globe reported that the Athletics are closely following the Houston Astros' farm system and there is "mutual interest" in a deal for Gray.
Brewers pitching coach Derek Johnson was Gray's coach at Vanderbilt.
Gray, 27, owns a 3.72 ERA and 5-4 record in 14 starts this season. The 2015 All-Star has a career 3.46 ERA and 43-35 record in five seasons for the Athletics. He led the Athletics to a 5-0 victory over the Indians on Friday, allowing just two hits and no runs, while striking out five, over six innings on work.
The Athletics (40-50) are currently in last place in the American League West. The Yankees have the fifth-best ERA for starting pitchers in the American League. Indians starters boast the sixth-best mark in the American League. The Cubs rank No. 8 in the National League. Houston owns the third-best ERA in the American League, while Milwaukee has the fourth-best mark in the National League.