Yes Snyk's SSO integration does support IDP initiated SSO. (This means they can login directly from their Identity provider, for example they would see in Okta a tile with the Snyk.
We usually enable this feature by default when setting up an new SSO configuration.
For more information about setting up SSO take a look at the internal guide - https://www.notion.so/snyk/Setting-up-Single-Sign-On-SSO-2c89396a5f404db8833ff06d887b9679
You need to ensure the following step is completed - Click on IdP-Initiated SSO, then drop down the "Default Application" menu and select "Snyk Prod" for prod or "Snyk Test" for test