Hi sanraj todkar,
It is possible to enable passive authentication for your Jive Instance. This option can be enabled at Admin console > People > Settings > Single Sign-on > SAML > Advanced , then selecting Enable Passive Authentication. Please note that enabling Passive authentication can create some issues with RSS feeds, as noted here: Enabling SAML SSO Passive Authentication will cause RSS Feeds to fail .
Although writing the interceptor would qualify as a customization, and therefore fall outside the scope of Support, the Jive Developers Space and Jive Developers | API Documentation, Developer Community are great places to find assistance and additional information for such projects.