It's a paid service, but AWS Cognito supports SAML in a similar way to Okta/Auth0 but with a much lower initial cost (you just pay a reasonable rate for what you use, not multiple thousands of dollars to get it up and running). I used it to build a SAML integration at the end of last year and have been pretty happy with it so far.
I've looked at Cognito in depth, and it seems like an abandoned service. Hundreds of open issues that got rolled into the Amplify issue tracker, with little to no response. It lacks some pretty basic SAML capabilities, like IdP-initiated logins. If your customers want to put you as an icon in their Okta dashboard or whatever, can't do it. They reported that as being "on their roadmap" in 2017.
It does work for the basic use cases, so I would still consider that an better option than rolling your own for the average service provider.