I'm sorry to say that there isn't. There was, at one stage in development, but it created issues near the end. Certain robots' "voices" consist of non-speech (e.g., beeps), and there wasn't an easy way to have captions appear only for those robots. It could have been done, but we were in super crunch mode to get the game out the door, and we assumed (mistakenly, it turns out!) that no one would actually play with captions off. Sorry to disappoint.