Captions/subtitles are offered on many titles, but you cannot set a streaming box, blu ray player, or game console to auto display. CC must be enable for each title individually when you play it.. The Audio and Subtitle option tab appears on selected devices-can you check yours by opening the NF app and looking for Audio and Subtitles on Mision Impossible Ghost Protocol or ''House of Cards'' ( titles I know are captioned). If you see it there, your Sony can display cc. If not, then you're right, it's not compatible.