Place dry peas in a 6-quart kettle or Dutch oven and add 12 cups water.
Soak as directed
Do not drain.
Stir in ham hocks, onion, celery, bay leaf, salt, and cayenne.
Bring to boiling.
Reduce heat; cover and simmer till ham hocks are tender and peas are done, about 11/2 hours.
Stir in fresh or frozen okra; cook till okra is very tender, 10 to 15 minutes.
Remove bay leaf.
Season to taste with salt and pepper.