Showing "No Data" in choropleth_mapbox()


I want to show “No Data” and Gray color for states which are not having any data in plotly express choropleth mapbox. I have data (CSV file) that has states and corresponding integer values ranging from 0 to 1500 (approx).

For the states which have data, it should have a color continuous scale of “reds”, and for states which has no data, it should show them in gray color on the map.

Is this possible? If yes, how?