For all we know, there may be an equivalent light octave to the sound octave (mathematically it would make sense). The catch is that the frequency range of visible light falls entirely within a single “octave,” but then if you think about the color wheel which puts red next to violet which are at opposite ends of the color spectrum and it suddenly makes sense.
Unless I've done my math wrong, it's roughly a doubling of frequency between the two ends of the spectrum, that makes an octave. From Wikipedia: “A typical human eye will respond to wavelengths from about 380 to about 750 nanometers.[1] In terms of frequency, this corresponds to a band in the vicinity of 400–790 THz.”