From my understanding, when the FX is working at it's default speed ie. 3.6GHz your RAM is going to be functioning at 1333MHz and when under load the turbo cores will kick into play boosting the CPU clock speed to 4.2GHz and the RAM speed to 1866MHz.
I must say, I am not a 100% sure about this, since I still haven't managed to get my hands on the FX8150, yet, but by logic this ought to be the way they multiply.
I can suggest to you one way to test this and see, stress the CPU with a CPU stresser like the Intel BrunIn test and have the CPUz program running side by side.
Get a screenshot and lets see what it's like.
I'd like to see it.
The board supports 1866MHz RAM, the Processor supports a native 1866MHz DDR3 so I really can't see why it shouldn't be running at those speeds.
But this test would put some light on the issue.
I would also like you to reset the BIOS to defaults before you perform these tests.
Edit:
Goin through your BIOS right now, there is an option that says Set Memory Clock Under DRAM Configuration. It is set to x6.66, you can change that to x8.00 , save and reboot and check too. Check Page 36 and 37 for more information in the Mobo User Manual.
Also make sure you have the latest BIOS released, it's F5 I think.
http://www.gigabyte.com/products/product-page.aspx?pid=3894#bios