An algebra $A$ over a graded ring $B$ is graded if it is itself a graded ring and a graded module over $B$ such that
 $A^{p}\cdot A^{q}\subseteq A^{p+q}$
where $A^{i}$, $i\in\mathbb{N}$, are submodules of $A$. More generally, one can replace $\mathbb{N}$ by a monoid or semigroup $G$. In which case, $A$ is called a $G$-graded algebra. A graded algebra then is the same thing as an $\mathbb{N}$-graded algebra.
Examples of graded algebras include the polynomial ring $k[X]$ being an $\mathbb{N}$-graded $k$-algebra, and the exterior algebra.