The Scotland Under-21 attacker, who has been attracting interest from Peterborough United, netted in the Perth side's comfortable 4-0 win over the Staggies, adding to previous strikes against Rosenborg in the Europa League and Hearts on opening day.
Bids by the Sky Bet League One side have been rejected out of hand by Saints chairman Steve Brown and the Posh have asked the McDiarmid club to name their price.
Wright said: "It has gone cold since Wednesday. There has been no further development but we might put another nought on it now!
"I have spoken to the chairman, Steve Brown, and I feel we have to set a deadline on it. To be fair to ourselves I don't want Stevie going right on deadline day.
"I know you can have people lined-up but we have to look after ourselves and if he does go we have to have time to replace him."
The Perth manager also hailed a masterful midfield display by Hibs reject David Wotherspoon, who missed a spot-kick but netted a stunning 30-yard free-kick after Nigel Hasselbaink's early opener.
Second half goals by May and skipper Dave MacKay condemned ragged Ross County to a third successive defeat.
Wright said: "First, I am happy Hibs didn't want David and I am happy we got him. We trust him and give him confidence to play in the right areas.
"We try to take the fear out of it. Maybe that has helped him. Maybe some players find a club where they are comfortable.
"David is a good footballer and he is comfortable on the ball. He plays in little pockets for you. He has an eye for goal.
"The free-kick is something he does in training every day and he scored one even better at Cowdenbeath in pre-season. He is a quality footballer and he is really happy here which is a big plus for him."
Disappointed Staggies manager Derek Adams made six changes after the defeat from Partick Thistle but he admitted Saints were superior in every department and his team failed to pose questions of veteran debutant Stevie Banks in the Perth goal.
"We changed things personnel wise, other players came in and they haven't performed well enough.
"Of course you are concerned by three defeats and losing nine goals in three games. It is the first time for me as a manager and it is hard to take.
"We didn't lose many goals last season and if you aren't right defensively you aren't going to do well."