Hi @sbiedrzycki,
That's an interesting question. I don't think that is an existing capability, but you can probably twist JMP's arm into doing what you want if you know how to compute the control limits yourself. I imagine you have the means and standard deviations in separate columns. You could do separate individuals charts on the means and standard deviations with custom control limits that you input into a control limits column property. You just need to make sure to set the control limits for an individuals chart for both the mean and the standard deviation column.
Here's an example where I generated some individuals in groups of 5. I created the control chart on the right with that data. Then I did a summary to compute the mean and standard deviation for each subgroup. In the summary table I input the correct control limits (again, you'll need to know the formulas to compute these on your own). I was able to then create the control chart shown on the left from this table. The charts are effectively the same.
I'm attaching the summary table so you can see how I input the control limits in column properties. In Control Chart Builder, you'll need to remove the moving range chart (right-click in the mR chart area > Remove, not "Remove Graph"). To add the individuals chart for the standard deviation column, select it and press "New Y Chart".
-- Cameron Willden