A preview of the spot has already been released, revealing Gray in his A's uniform toward the end. The right-hander is seen delivering a pitch out of the stretch for a swinging strikeout.
Though often soft-spoken, Gray is considered one of the goofiest members of the A's clubhouse. He has shown his love for performance since coming to the Majors, once pranking fans in downtown Manhattan.
The 26-year-old took three years of drama class in high school and played the lead role in "High School Musical," a job entailing both singing and dancing.
Gray also played secondary roles in several other high school shows, including "Grease."
Jane Lee is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.