The three wrapped their weeklong promotional tour of China, where they have been monitoring news from home about the NBA's labor impasse.
Last week, Paul and Anthony said in Hong Kong they would consider moving to China, where there is a huge NBA following.
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"As far as coming over here, we've always said this whole trip that our options are open," the 27-year-old Anthony said Tuesday after playing Chinese teenagers at a promotional event. "Hopefully, we won't have to take that route -- coming over here. Hopefully, we have a season, but who knows, we shall see."
Owners and players are still far apart in negotiations on a collective bargaining agreement to replace the one that expired June 30. There is concern that regular-season games could be lost to a work stoppage for the second time in league history.
All three players are members of the U.S. team that won the 2008 Olympic gold medal in Beijing. The 26-year-old Paul said they had a lot of fun on their China tour.
"We will be back soon I hope," the New Orleans Hornets point guard said.
In Beijing, the three coached and played alongside under-19 and under-21 teams in front of an audience of about 1,700.
Gao Yuan, who played with the three NBAers on Monday at another sponsored event, said he wouldn't like to see them come to China as professional players.
"If they played in China, the game wouldn't be as exciting as the NBA," the 24-year-old Gao said. "I love the atmosphere of the NBA, the feeling you get when you watch it."
Another fan, Li Hua, said he would like to see them come to play for Chinese teams.
"We can go and watch them," the 29-year-old Li said. "We wouldn't just see them on TV, we would see them live."