Alli is available after being released by Como before the start of the season.
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The former Tottenham and Everton midfielder terminated his contract by mutual consent after taking some part in preseason.
Mundo Deportivo reports that Alli could now continue his career in La Liga.
Rayo Vallecano, Real Oviedo, Elche and Levante, all of whom compete in the Primera Division, have expressed their interest in the 29-year-old.