The Bilbao player is undergoing a personal "hell" being marginalized by his Coach, Club & insulted by fans. His choice of not renewing has been seen as "betrayal" & Llorente is feeling this mindless outrage on regular basis. Under this condition anyone would wish to leave & he has many interested European & Spanish Clubs knocking at his door.
FC Barcelona & Real Madrid have sounded heavily, as has Italian Club Juventus, but the Club that is sounding now strongly is ARSENAL FC. The hitch is that if solicited in the upcoming "Winter Market" the English Club would have to pay at least his contract release clause which is 36M€, as saids above, he finishes his current contract the 30th of June.
This does not mean that Arsenal will wait & may perfectly take up the option of paying & getting the forward for the rest of the remaining "half" season. Either way there will be a "tussle" to entice the man with local giants Barça & Madrid possibly asking the player to withstand his local "nightmare" until the end of the season & then comfortably choose with an attractive salary package.