Arlen Roth lesson on octaves -  http://www.gibson.com/en%2Dus/Lifestyle/Lessons/Lesson%20Of%20The%20Day/Wes%2DMontgomery%2Dstyle%2Doctave/

In Jazz Guitar Hardball we have spoken much about the importance of working toward and discovering one’s own unique style and voice. Yet another master we might study in our efforts to reach that end -who without doubt captured a completely innovative style- is Wes Montgomery. Part of his unique sound came from playing with his thumb, but also from his use of octaves in his solos. If you are a user of a pick, don’t be afraid to apply his particular octave style to the use of a pick; that sounds great too!

Most authorities agree (including Arlen Roth) that the correct execution of the technique is to use the first finger and little finger of the left hand exclusively to create the octave shape, on all the string sets: 6 and 4; 5 and 3;  4 and 2;  3 and 1. For most eighth-note lines, pick strokes are usually all down.

The octave exercise – using the 12 bar blues form - illustrates the normal octave positions of this technique, as well as the typical blues-based harmonic vocabulary on which Wes relied. Practice by recording the 12 bar blues progression and playing along in octaves. There is a bonus Wes style chord riff at the end!