Both Grey and Gray are the colour.
My name however is Gray.
Gray vs. grey
Gray and grey are different spellings of the same word, and both are used throughout the English-speaking world. But gray is more common in American English, while grey is more common in all the other main varieties of English. In the U.K., for instance, grey appears about twenty times for every instance of gray. In the U.S. the ratio is reversed.
^There. Just so everyone knows. :3 I guess it is both ways, I always thought it was only one.