More concerned he hasn't come out said he is happy at Everton. I fear the worst.
I wouldn't get too bothered about it. I think we all know deep down that Stones long term ambition will be to win titles, Captain England (or at least be a regular) and play in the Champions League. Unfortunately he cannot do two of those things at Everton, at least at the moment. So in my opinion, he would love to play for a club with the chance to win the league and play in the CL.
The problem Chelsea have is that Stones appears to be a level headed kid who is happy at Everton at the moment. He's starting games for us, has a manager who loves him and won't criticise him if he makes a costly error, and is in line to play a big part in the Euro's if he has a good season with us. Stones will know himself that the move to Chelsea probably isn't a sensible one at this moment in time.
He will also have seen how much Martinez has bigged him up in the press, and how Mourinho publicly humiliates players/staff if things don't go his way. Can't see that being good for Stones, despite what the rags try and tell us. So if he does leave, he may not even want to go to Chelsea anyway.
Another key thing is that it's clear that Martinez wants to build a young talented team at Everton. How do we know he hasn't got the young players like Lukaku, Stones and Barkley together and said "we want to build the team around you so give us a couple of seasons to get us in to the CL and then consider your future". If you look at the long term contracts all three signed (as well as McCarthy), that would allow them to give us 2 seasons and still have time left on their contracts so if they did want out, an agreement could be reached which would suit the players and us. We wouldn't be held to ransom by them.
And a final thing to add is that the media etc undervalue the partnership Stones has with Jagielka. They also dismiss Jagielka as a no mark who isn't fit to be in the same room as someone like John Terry. It seems clear to me that Stones looks up to Jags and will be learning from him all the time. Out of all the senior players I reckon he may have discussed this with him. No one at Everton sounds like they're expecting Stones to leave which was confirmed by Naismith too.