Just to further on the explanation with a quick example:
😎
USE tempdb;
GO
CREATE TABLE dbo.MY_IDENTIY
(
MY_IDENTITY_ID INT IDENTITY(1,1) NOT NULL CONSTRAINT PK_DBO_MY_IDENTIY_MY_IDENTITY_ID PRIMARY KEY CLUSTERED
,MY_IDENTITY_VALUE INT NOT NULL
);
SET IDENTITY_INSERT dbo.MY_IDENTIY ON;
;WITH T(N) AS (SELECT N FROM (VALUES (NULL),(NULL),(NULL),(NULL),(NULL),(NULL),(NULL),(NULL),(NULL),(NULL)) AS X(N))
,NUMS(N) AS (SELECT TOP(CONVERT(BIGINT,1000)) CONVERT(INT,ROW_NUMBER() OVER (ORDER BY (SELECT NULL))) AS N FROM T T1, T T2, T T3)
INSERT INTO dbo.MY_IDENTIY (MY_IDENTITY_ID,MY_IDENTITY_VALUE)
SELECT
NM.N
,NM.N + 10000
FROM NUMS NM
SET IDENTITY_INSERT dbo.MY_IDENTIY OFF;
SELECT * FROM dbo.MY_IDENTIY;
DROP TABLE dbo.MY_IDENTIY;