Yes, I have heard of Grayson. The opening got delayed by at least a school year - I'm not sure if they have their license/accreditation yet. Expensive, but not as expensive as many established private schools in the area (as I'm sure you know).
I would be a bit wary of sending a kid to a new school, especially since there are so many in the area that have a long track record (as in over 100 years). I really don't know that any school meets every kid where they are in every subject.
Since I did not think that my kids were particularly bright when they were five, I wasn't looking at schools the way many others on this forum look at schools. However, I attended a highly regarded private school in the Philadelphia area, and my kids have attended a private and a public school in the area. I can't say that the academics met my kids (or me) at their level in elementary or even in middle school. However, they have/had a lot of very bright classmates, some clearly brighter than them.
Could my 10 year old read Voltaire in the original French? Perhaps, but I really don't expect the school to accommodate her level of foreign language. Might some other kid be an extremely talented artist or scientist? Sure, but I really don't expect the school - any school - to meet such a kid at his/her level.
However, being around other kids at his level is important. My little one (10, in 5th grade) is writing some sort of math play with friends, just because they think that is fun. My older two did stuff like that when they were younger. Personally, that is what I would look for - other very bright kids.
And there is life outside of school. My older two play/played travel sports, and the social benefits of mixing with kids from various schools is great. There is really only one kid that I recall that was at/above their intellectual level on the travel teams (and they still hang out with her and discuss geeky topics), but there is more to life than just academics.
