"When we came up with these nicknames, I was in Oakland, and that's just what a few guys called me," Gray said, with a chuckle. "I just kind of put it. I don't know. When we did this, everyone was just throwing stuff out there. I don't have a good answer, man. I really don't."
• Players Weekend gear available at MLBShop.com
Gray's best explanation is that the nickname was an inside clubhouse joke with the Athletics, who noticed that his starts often seemed to align with the team wearing its green alternate jerseys.
Gray won't have to worry about that in New York, where his choices will be home pinstripes, road gray and -- for one Friday-Sunday series against the Mariners -- the colorful, non-traditional "Pickles," which will be embroidered on the back of his jersey by Majestic Athletic for Players Weekend.
Players Weekend will feature players across all clubs wearing nicknames on their backs while sporting colorful, non-traditional uniforms featuring alternate designs inspired by youth-league uniforms. In addition to nicknames on the backs of jerseys made by Majestic, players can wear and use uniquely colored and designed spikes, batting gloves, wristbands, compression sleeves, catcher's masks and bats.
"It's because he likes pickles," said Oakland's Josh Phegley, who will wear "PTBNL" on his jersey. "He couldn't come up with something, and he likes pickles, so we thought it'd be funny if he put 'Pickles' on the back.
"I think it's just something off the wall that no one would really think of with a guy of his caliber on the mound. There's all kinds of things you can put out there, and the last thing anyone would think was 'Pickles,' so why not?"
• Players Weekend: Nicknames of the game
Gray acknowledges that he does enjoy eating pickles, though he would not list it as one of his favorite foods.
"We had to turn in our names like two months ago, so it was a thing from there -- the all-green [uniforms] and just a combination of everything," Gray said. "People in Oakland call me 'Pickles,' like five or six guys, maybe half the time. It was just a few guys there."
Gray could have just as easily gone with "Sonny," which sounds like a nickname but is actually his given name.
"That's a question I've gotten all the time, 'What's your real name?'" Gray said. "My grandfather's nickname was Sonny, and my Dad always had it in his mind that if he had a son, he's going to name him Sonny. So 27 years later, here I am with the name Sonny. It was a weird name growing up, because I guess it's uncommon or whatever, but I wouldn't change it for the world."