Gray and grey are both correct spellings for that almost-black color, but choosing which to use depends on where you live.
If you are in the United States, gray is more common. If you are in another English-speaking country, grey is preferred.
You can remember this by noting the A and the E in the words:
In America, use grAy.
In England, use grEy.
(But, of course, don’t forget Scotland, Ireland, Australia, and Canada. They use grey too.)
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Grammar Party 
She’s BAAAAAAAAAAAAACK!!
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And New Zealand.
It’s easier to remember here because we have Greymouth and Greytown both named after Governor George Grey who was a colonial governor before becoming Premier. Although I can remember working with a North American journalist who once spelled one of those place names with an A.
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And New Zealand! So sorry about that.
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Even though my ancestors left England back at the end of the 1700’s, I still spell it with an “e.” It just conjures up a more civilized picture in my brain.
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