I love word histories.

From EntymologyOnline

gray (adj)

“of a color between white and black; having little or no color or luminosity.” Old English graeg “gray” (Mercian grei), from Proto-Germanic *graewa–“gray” (source also of Old Norse grar, Old Frisian gre, Middle Dutch gra, Dutch graw, Old High German grao, German grau), with no certain connections outside Germanic. French gris, Spanish gris, Italian grigio, Medieval Latin griseus are Germanic loan words. The spelling distinction between the British grey and US gray developed 20th century.