If Sigma Report isn't enough, you can use Insert Into to add new Number Col Box to the Limit Summaries table box
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Probe.jmp");
obj = dt << Control Chart Builder(
Show Two Shewhart Charts(0),
Show Sigma Report(1),
Variables(Y(:DELL_RPNBR), Phase(:Process)),
Chart(Points(Statistic("Moving Range")), Limits(Sigma("Moving Range"))),
Show Control Panel(0)
);
tb = Report(obj)["Control Chart Builder","DELL_RPNBR Limit Summaries",TableBox(1)];
// get/calculate sigma values...
sigma_values = [3,4];
Insert Into(tb, Number Col Box("Sigma", sigma_values), 5);
-Jarmo