There's no such option.
What you can do, is to create a batch file, that will change all configured sessions to use the specified path. And then start WinSCP GUI.
For the first step, you can use /batchsettings switch:
https://winscp.net/eng/docs/commandline#batchsettings

Hi,

How can I start WinSCP that way, that at the local side of the Commander-like interface a directory specified as command line parameter is shown, no matter what session/connection I will then open in WinSCP? I don't want to change any configured session, but use the local directory passed as command line parameter. Thanks in advance.