Hello Alex, We have a Tenable app in the Okta Application Network. Just go under the admin console and add application. Search on the Tenable app and follow the prompts. In the event you can not find an app or have a custom login URL, you can add one on the fly in most cases by suplying the login URL to the Application Intigration Wizard located in the same area in the okta admin console.
Tenable made it sound that they support SAML with cloud.tenable.com From the support response: " need your "IdP config xml" - it's a file or XML fragment you can send us that says who you are. We will also need the public key is that you sign auth requests with.
From there, we will send BACK a "signin URL" which will be for you and you alone - that is where your side should send a user with an authentication POST "