After a spell with the Madrid youth teams, Diaz eventually earned himself eight appearances between 2016 and 2017 last season and he scored one goal in that time.
Lyon paid €8million for his services in the summer and he has since scored 14 goals in Ligue 1 for the French giants.
A number of European clubs have scouted the 24-year-old and although he admits he is happy at Lyon he is open to a return to the Santiago Bernabeu.
He told Marca: “I would not rule out a future return to the club, why not?
“This is not a decision for me but for all the clubs involved and it is not an immediate issue, but yes one day it would be nice to return to Madrid.
“Right now I am happy at Lyon and the future is not at all on my mind, but hypothetically yes.”
Uwe Rosler was sacked by Fleetwood following a 3-0 reverse at Doncaster which condemned Town to a seventh straight defeat in all competitions.
Cambridge interim head coach Joe Dunne was pleased with how his side adapted to beat Grimsby 3-1.
Southend manager Chris Powell led the applause for Jason Demetriou after the right-back scored twice in the 3-1 win against Portsmouth at Roots Hall.
Morecambe boss Jim Bentley was the happier manager after Gregg Wylde's 90th-minute strike earned his side a point in their 1-1 draw with Forest Green.
Manager Gareth Ainsworth described Wycombe's 2-0 win at Cheltenham as a thoroughly professional performance.
Skipper Richard Wood scored the winner just before half time as in-form Rotherham pulled off a 1-0 victory at League One leaders Shrewsbury.