The age of your Amazon would be helpful as would the general area that is turning grey. As would the general area of the World you live.
I'm assuming that the area is likely one or more areas of the body and therefore the feathers that are becoming grey are body feathers?
Assuming some place in the Great White North would place you in late Summer early Fall. This is the Season that our Parrots are preparing for the cooler days of Fall and then into Winter. It is also, the beginning of targeting having their Best Feathers to assure that others know they are healthy and ready to firmly set their relationship to assure the arrival of chicks late Winter /Spring.
If some place in the Southern half of this World, Winter is Passing and Spring is coming. This is the start of the Hotter season and a reduction of the heavier layers of feathers.
In either case, it is not uncommon for the grey under feathers to be seen. It is possible to mistake ones Parrot is turning color when it is only the effect of a loss of the covering body feathers.
There are a lot of possible causes here. Plucking to the down feathers, a hard molt, nutritional deficiencies, bird isn’t being bathed often enough.... A photo would be helpful in offering ideas, but ultimately this sounds like an issue you will probably need to seek the advice of an avian vet on. It is not normal for an amazons feathers to rapidly turn gray. Their colors do fade a bit (over decades) as they get older, but they never go literally gray.
Presently have six Greenwing Macaw (17 yo), Red Fronted Macaw (12 yo), Red Lored Amazon (17 y.o.), Lilac Crowned Amazon (about 43 y.o.) and a Congo African Grey (11 y.o.)
Panama Amazon (1 Y.O.)