The third-placed Diamonds travel to Arundel in pole position in the table.
They have eight points from four games, the same as fourth-placed Western Storm, but with a far superior net run-rate.
That is the first separator should teams finish level on points.
However, it is clear to see that Storm have the much easier fixture on paper.
They host winless Lancashire at Bristol in their final game, meaning the smart money would be on the Diamonds having to win to advance.
“We know what we’ve got to do,” said Grayson.
“We’ve got to go down to Arundel and we’ve got to win if we want to get to Finals Day.
“We’ve got to bring our ‘A’ game. We have to put in the complete performance. We have to field well, bat well and bowl well.
“It’s something we’re very capable of doing.
“If you want to win the competition, you’ve got to beat teams like the Vipers.
“We’ve got to make sure we relax, focus and play well.”
Unfortunately, the Diamonds missed an opportunity to qualify for the Hove showpiece on Sunday when they lost to the Storm at York, with New Zealander Rachel Priest scoring a century in pursuit of 161.
“I don’t think we’re too far away at all,” said Grayson. “If we’d have taken our chances and bowled a bit better, I think we’d have won the game.
“We had a good start with the bat up until 12 or 13 overs and then lost our way. They bowled well towards the end and got that momentum.
“I think we were 20 runs short. We should have got 180.
“Then it was probably the worst we’ve bowled and fielded in the competition so far. We got a bit ragged towards the end, especially, when the game had gone.
“You have to give credit to Heather Knight and Priest for the way they played.
“It was a fantastic pitch, perfect for one-day and T20 cricket, and a good advert for women’s cricket.
“But we’re not going to beat ourselves up about that because we played some good cricket in the first three games.
“We’ve had plenty of positives. Chamari Atapattu has played very well at the top of the order, Lauren Winfield, Katherine Brunt’s been a standout performer. Sophie Devine struggled in the first three games with the bat, but she also showed what she’s capable of on Sunday. Fingers crossed, she repeats that at Arundel.
“We’re a good side with plenty of match-winners, and we’ll go down there confident.” The Vipers, captained by Charlotte Edwards, are already qualified for Finals Day.
They sit second in the table on 15 points, three behind leaders Surrey Stars, and still have a place in the final to play for.
If they win tomorrow and Surrey lose at home to Loughborough, they will advance straight to next Friday evening’s final. If Yorkshire win, the two teams will meet again in the afternoon semi-final for the right to play Surrey in the final.