Gray's move was announced last month and his final home game was against Benetton in a 42-10 win.
Ahead of the meeting with Stormers, Glasgow head coach Franco Smith spoke about the 35-year-old.
"From our perspective, fantastic to send him off on his new journey. Like I said before, he's been a brilliant servant to the club and he's a top man," Smith told Scotland Rugby News.
"If you play 80 Test matches for your country and you represent the club twice for more than 50 games it means there's something special about you.
"The reason we agreed to let him go was for him and his family to spend a little bit more time together and maybe extend his career beyond what it might have been at Glasgow.
"We want to send him off here in a special game against a high quality team. He's been brilliant on tour.
"I purposefully brought him so the last of his experience would rub off on the boys here and so we can send him off with a good game."