Gray has already scored three Premier League goals this season as well as registering an assist for the Blues.
Discussing his start to life at the club and the reasons behind his success, he told evertontv: "That's probably been my issue [consistency] of the last few years, but I'm enjoying my football again.
"I have a manager and a team that believe in me and give me the freedom to express myself.
"Everything's clicked well here. I just want to keep working hard to maintain my level and keep improving."