Wright, 53, has achieved three successive top-six finishes in the Premiership with Saints and led them to Scottish Cup glory in 2014.
Rangers parted company with former boss Mark Warburton earlier this month.
"I don't think there's anybody in a job or out of a job that wouldn't want to take that call," said Wright.
"Yeah, I would speak [if the call came in from Rangers] because it's a big club but it's all hypothetical.
"That call hasn't happened as from other clubs it hasn't happened so I'm still happy here."
Wright and Aberdeen counterpart Derek McInnes are the Scottish Premiership managers that have been linked with Rangers since Warburton's departure.
Former Ibrox boss Alex McLeish and ex-Rangers defender Frank de Boer have also been mentioned in connection with the post.
Rangers have reportedly held interviews to fill both the manager's job and a director of football post.
Under-20s coach Graeme Murty continues in interim charge of the first team for a third successive game away to Inverness Caledonian Thistle on Friday evening.
Saints host Kilmarnock on Saturday before visiting Ibrox on Wednesday, having drawn 1-1 on their two previous meetings with Rangers this season.
Last term, St Johnstone knocked Warburton's Rangers out of the League Cup.
The full interview with Tommy Wright will be aired on BBC Sportsound on Sunday from 12 noon.
St Johnstone manager Tommy Wright has indicated he would be interested in the Rangers job but insists such a scenario is "all hypothetical".