The girls have Violet and Scarlet and Ruby and Rose, but for the boys there's a much more limited palette of color names. Gray (or Grey), is one exception, which could make for a soft and evocative--if slightly somber-- choice, especially in the middle. Kaitlin Olson and Rob McElhenney recently named their son Leo Grey.
A common surname, Gray/Grey is still an unusual first name choice--it hasn't made it into the Top 1000 in this century--while longer forms Grayson and Greyson are climbing rapidly, with Grayson at Number 97, and his twin at 200.
The best known bearer of the name, former Governor Gray Davis of California, was born Joseph Graham Davis, Jr, and others with Gray names include Graydon Carter (born Edward Graydon), editor of "Vanity Fair," and Grayer, the child in "The Nanny Diaries."