\usepackage{mdframed,xcolor}
\definecolor{shadecolor}{gray}{0.9}
\definecolor{rulecolor}{gray}{0.4}
\mdfdefinestyle{thm}{ % saving some space
  skipabove=1em plus 0.4em minus 0.6em,
  skipbelow=0.5em plus 0.4em minus 0.2em,
  leftmargin=-7pt, rightmargin=-7pt, innerleftmargin=6pt,
  innerrightmargin=6pt, innertopmargin=3pt, innerbottommargin=3pt,
  linewidth=1pt, linecolor=rulecolor,  backgroundcolor=shadecolor,
  splittopskip=1.2em minus 0.2em,
  splitbottomskip=0.5em plus 0.2em minus 0.1em,
}