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.

Campaigners and the area's MP have argued Ilkeston in Derbyshire is one of the largest towns in the UK without a railway station.
Transport Secretary Patrick McLoughlin visited the site on Friday and said trains will be running through there within 12 months.
Work had been delayed because of great crested newts and flooding concerns.
The station should have been open by last Christmas, and the Transport Secretary questioned whether newts should have delayed it so much.
"The truth of the matter is it seems that nearly every site we start work on, that's got any water or anything like that, we find the great crested newt," said Mr McLoughlin.
"I don't wish the newt any ill at all, but I don't think it should delay us to the length that it has delayed us on this site."
Ilkeston once had three railway stations, but the last one closed in 1967 as a result of the Beeching Report, published in 1963.
The new Â£9.6 million station has been part-funded from the government's New Station Fund.
It will provide direct, hourly connections to Nottingham, Chesterfield and Sheffield.
The main building work is expected to start in the summer, once any remaining newts have been trapped and relocated.

Godden, 24, joined the Fleet from Scunthorpe in 2014 and scored 30 goals in National League South last season.
"I dropped down to Ebbsfleet to rejuvenate and get regular football," said Godden, who has joined on a free.
"The main aim was to bounce back and make a name for myself in the Football League and I thank Darren Sarll and Stevenage for this opportunity."
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St Johnstone manager Tommy Wright has indicated he would be interested in the Rangers job but insists such a scenario is "all hypothetical".
[NEXT_CONCEPT]
Work has begun to demolish and rebuild a railway station 50 years after it was axed in the Dr Beeching cuts.
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Ebbsfleet striker Matt Godden has become Darren Sarll's first signing as full-time manager of Stevenage.