Here is a little script that will create a piece of geometry matching the camera frustum of the selected camera and assign an Octane specular material so as to create a light scattering fog volume.
Usage
PLEASE read the Notes and Limitations further down. They're IMPORTANT!
The rest is quite self explanatory but just in case I've detailed some stuff below.
This has been set up to work with the OctaneRender ForMaya plugin only. You must have a copy of this installed, loaded and licensed to use this script.
Place the octaneFog.mel in your scripts directory and restart Maya.
In your scene select the camera you wish to render from and run the script, the globalProc name is: octaneFog
This will create a polygonal camera frustum connected to the selected camera with a pre-set shader attached.
If you select the frustum in your view or the node octaneFog_geo in the outliner there will be 8 control attributes in the channel box, these are:
Visibility – fog ON or OFF
Fog Density – fog thickness (controls the scale attribute of the scattering medium)
Fog Scatter – the amount of light scattering
Fog Absorption – the amount of light absorption
Frustum Near Width Overscan
Frustum Near Height Overscan
Frustum Far Width Overscan
Frustum Far Height Overscan
The last 4 controls allow you to edit the size and shape of the fog volume. This is important because lights will scatter and light differently if they are positioned inside or outside the volume. As a rule you should set the volume to encompass all lights in the scene although so long as no lights travel from inside to outside or vice versa during an animation it's really up to you to get the look you want.
You can set fog density right up to a value of 10000 (the limit of the scale attribute) but for mist, fog or smoke I doubt you'll need to go much higher than 3.
Only Parth Tracing or PMC will give you an accurate result, and don't expect fast render times!
PMC will converge much faster than PT and is a good choice for stills at default settings, however if you wish to use PMC for animation you will need to increase the Max Rejects value to eliminate flicker as the default value of 500 introduces noticeable bias into PMC. Increasing this enough to eliminate flicker will make PMC as slow if not slower than PT.
PT will give you a smooth result at default settings but takes a long time to converge.
If you wish to apply Octane procedural textures to the density or scattering you can simply break the connections to the controls and dive into the shading network as normal.
Turn the fog visibility off if you wish to render any of the info channels.
I have included some images as examples of some of the settings.
The render times noted were all rendered on 4 x GTX580's The size of my test set for these images is 2.1m from the center of the blue sphere to the end wall, so not very big, making the fog in all my examples quite dense.
Notes and Limitations
This script is provided as is. USE AT YOUR OWN RISK. I will post updates if I make changes for myself but I won't be doing requests

Feel free to change or use the script however you like.
This will not work with the sun/sky environment due to Octane's current limitation with the sun and specular materials.
The Fog Scatter control only controls the amount of scatter, if you wish to change the colour of the light scattering go to the shader network and change the colour in the RGBspectrumTexture node named octaneFogScatter. Only change the hue and saturation, the value should be left at 1 as this is what the Fog Scatter control is for. The default colour is a very pale (almost white) blue.
The Fog Absorption control has not been set up to allow for coloured absorption but this could be done in the same manner as with the Scatter, I just haven't set it up this way.
When working with an active render in IPR mode you will need to restart the render when you move the camera or change any settings affecting the frustum as the fog geometry needs to be refreshed in the octane engine (and therefore an animation cannot use the Fast animation option even if only the camera is animated)
You can only have one of these volumes in your scene at once (trust me you wouldn't want more than one)
Because I'm lazy and don't script often enough to get good at it, but mostly because I'm lazy, I have hard coded most of the script so if you wish to re-assign the fog to a different camera in the same scene you will need to delete the octaneFog_geo node and all the nodes in the associated shader network then select the new camera and re-run the script, otherwise the script will fail. This will reset the fog controls to the defaults so make a note of them first if you wish to keep them.
For this to work the camera must be outside the fog volume so once the fog is in the scene and visible you can no longer use auto focus or render region in IPR to set focus as both these techniques will simply focus on the face of the fog volume that is at your near clipping plane sending the whole scene out of focus.
T.