Jelavic has recently been linked with the likes of QPR, Liverpool and West Ham.
West Ham boss Sam Allardyce has confirmed his side's interest in signing the Croatia international.
Jelavic told the Daily Record: "West Ham are a great club and not a Second Division outfit.
"They are a famous English Premier League club who happened to be relegated last season and will return to the top division next season.
"It would be nice to play there, but I am playing at a big club so it wouldn't bother me if I had to stay and anyway I don't even call my agent about a transfer these days.
"I know Rangers are in a tough financial situation and if they need to sell me I will go, but I would also be happy to stay."