How to save multiple pictures in .npy?

Question

Python

There is a loop, at each iteration of which one picture from the folder with pictures is processed:

for file_name in os.listdir(images_set):
    img = imread(file_name)
    img = rgb2gray(img)

Required: push the processed image into .npy, and then the next image from the loop into the same .npy, and so on.
How to do it?