All options under the Rendering rollout are supported by V-Ray Adv (CPU).
The following options are not supported by V-Ray GPU:
Smoke Color → Scattering → Approximate & Approximate+Shadows - V-Ray GPU is significantly faster when using the Ray-Traced (GI Only) option. V-Ray Global Illumination should be enabled for this option to have any effect.
Smoke Color → Volume Light Cache. This option refers to the internal internal Phoenix Light Cache, which is not related to the V-Ray Light Cache. It's a CPU-only feature that helps speed up Bucket rendering.
Fire → Fire Lights. All Fire Lights options are ignored when rendering with V-Ray GPU. Enable Global Illumination from the V-Ray Settings if you need the Smoke and/or the scene to be illuminated by the fire.
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V-Ray Next Adv. CPU with Brute Force / Brute Force GI