The 26-year-old defender has been at the Owls since 2017 and is out of contract at the Yorkshire club in the summer of 2020.
It has been reported by TEAMtalk that Wednesday manager Garry Monk is pleased with Fox, and wants him to sign a new contract and commit his future to the club.
During the 2018-19 campaign, the left-back made 21 starts and four substitute appearances in the league for the Owls, while back in 2017-18, he made 26 starts and two substitute appearances in the league, according to WhoScored.
Wednesday are sixth in the Championship table at the moment with 42 points from 27 matches.
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