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We consider the local rank-modulation (LRM) scheme in which a sliding window going over a sequence of real-valued variables induces a sequence of permutations. LRM is a generalization of the rank-modulation scheme, which has been recently suggested as a way of storing information in flash memory. We study constant-weight Gray codes for the LRM scheme in order to simulate conventional multilevel flash cells while retaining the benefits of rank modulation. We present a practical construction of codes with asymptotically-optimal rate and weight asymptotically half the length, thus having an asymptotically-optimal charge difference between adjacent cells. Next, we turn to examine the existence of optimal codes by specifically studying codes of weight 2 and 3. In the former case, we upper bound the code efficiency, proving that there are no such asymptotically-optimal cyclic codes. In contrast, for the latter case we construct codes which are asymptotically-optimal. We conclude by providing necessary conditions for the existence of cyclic and cyclic optimal Gray codes.