Such thing as a vintage gray Knoll Saarinen Tulip Chair?  

I know the chair next to it is Ilmari Tapiovaara for Knoll, and the other chair next to it is Somebody for Something or Other.  Are the base and the shell the same intensity of color?  Plastic colors can change over time.  I think it looks cool.
Personally, I tend to enjoy less common colors, ugly ducklings captured in the wild...

The stem looks thinner and the base looks like a bigger diameter than the authentic one's I'm looking at right now.  Also the round black part on the seat looks bigger diameter on the gray one than the authentic ones here.

Absolutely can be original. Whether this one is would require personal inspection. I had a set in the past in gray with early labels. Also the Maitland's case worker in the movie Beetlejuice had a pair of gray ones in her office.

If you have access to the book Eero Saarinen: Furniture for Everyman by Brian Lutz, you might find the answer to your question.
here are aother books that you might look into:
Knoll Furniture by Steven and Linda Rouland
Knoll Home and Office Furniture by Nancy Schiffer
Knoll a Modernist Univers also by Brian Lutz
Knoll Design by Eric Larrabee and Massimo Vignelli
I hope these helps.