Lampard, who said in June that he would be leaving Chelsea after a 13-year stay, has been linked with a move to new MLS franchise New York City, following in the footsteps of Spanish forward David Villa.
A move to the USA could be preceded - as with Villa - by a loan spell at Australian outfit Melbourne City, with Mark Schwarzer revealing the former West Ham trainee has asked him about living in the Victorian city.
But despite being unable to confirm his plans for the time being, Lampard stressed he would make an announcement soon.
"At the moment I have got a few options," he told Sky Sports News. "There is no exclusive but I will be making a decision very shortly."
Lampard was part of the England squad that failed to win a match at the World Cup and concedes he may have played his last match at international level.
"Of course I would like to play for England again," he added.
"But maybe you cannot play for ever so again I've switched off for the moment. I have not made that decision either.
"I'm very aware that my England career cannot go on for ever and I have enjoyed every minute so we will see.
"It will be a difficult decision but at the end of the day I would not ever have dreamed of having such an England career so I can only be happy with whatever decision I make."