Hi, if it were me, I'd house it until I started to see other Grays outside then release it (though they do adapt to captivity very well...).

I'm definitely no expert, but I don't like the idea of moving it from the warmth of your home to the cold outside with no acclimation time they get in nature before the freezing sets in. By the time the nighttime temps are near freezing, they are all pretty much tucked away for the winter around here so I don't know how well one would do if it were put right into the chill.