While the Circuit of the Americas has a long-term contract, Indianapolis has gone season-by-season and is facing pressure from new events.
Meanwhile Hayden has scored points just twice this year on Aspar's Open class Honda, with a recent appearance at the Laguna Seca WSBK round fuelling rumours he may consider switching championships.
"Well, of course I have a few thoughts. I think we all do. But I'm not really sure yet," he said of his 2016 plans at Indianapolis on Thursday. "We'll see what comes up, what's available. I still enjoy riding these motorcycles. So if the right opportunity comes up that sounds like fun, then I certainly want to continue."
Hayden has been a MotoGP rider since 2003, winning the title in 2006, but there are currently no obvious American candidates to follow in his footsteps.
"There's definitely a little delay but I think to think there can never be more Americans in the future is ridiculous," he said. "Hopefully MotoAmerica can get going strong and get a lot more competition there, pushing each other, pushing everybody's talent to a higher level, then, yeah, [Americans] should come back."
Hayden finished on the podium during the first two Indianapolis MotoGPs, in 2008 (Honda) and 2009 (Ducati). This weekend will be his first on the revised layout and new track surface, having missed last year's event due to wrist surgery.
"The track, they made changes. I didn't get to try them, but it seems the riders like them a lot better for motorcycles with more consistency in the surface. So I look forward to trying it tomorrow."