3ds Max 2020 - RELEASED
There's also a new Arnold version with GPU support you can download.
Note two things: First, the version version does not come in-the-box with Max, you have to download that update yourself; This is because Arnold has a much faster release cycle than max itself, and a much leaner release pipeline, often leading to this seemingly "strange" situation where there is a brand new max release, yet on day 1 there is also an even newer Arnold release.
Secondly: The GPU functionality itself is considered Beta. I.e. it is not considered finished, but can be tested and played with. All other features of the release is considered finished and can be used in production, but if you switch to GPU mode, be aware that things will be missing, features are unsupported, and use in production is currently not recommended.