The goalkeeper was placed on the transfer list at the end of last season, but despite a supposed approach from Portsmouth, remains a Posh player for now.
And the the 24-year-old has let his feelings on the matter be known.
Gyollai said: “Basically the club have turned Pompey down before even telling me. They’ve also turned down an approach from Slovenia down. At the end of last season they told me they would let me go and play this coming season and so far the are not doing what they said they would do.”
But Peterborough chief Fry has fired back at the claims.
“Dan is desperate to get away and I understand that,” he said. “I’ve been talking to him or his agent virtually every day to try and sort something out.
“But I will always act in the best interests of the club and we won’t be giving him away.
“One club wanted to pay 800 Euros a month to take Dan on loan which is well under £200 a week and another offered £500 a week which is also well under what Dan gets.
“We are happy to cancel his contract by mutual consent and then he will be free to sign for whoever he likes. He can join Real Madrid then if he wants.”
We’ve gathered the best of today's Championship rumours below: