You can implement a CAPTCHA challenge-response test for specific proxied client requests.
When CAPTCHA validation is implemented on the appliance:
Configuring CAPTCHA validation consists of creating the validator and form in the CLI and including them in policy.
ProxySG#>en
ProxySG##conf t
ProxySG#(config)security captcha create-validator mycaptcha
validate (mycaptcha)
validate.mode(form-cookie )
Note: The CAPTCHA test is not invoked for future requests from the same client and to the same domain until the cookie expires.
For explicit proxy deployment review the following kb-article before configuring CAPTCHA Validation
http://www.symantec.com/docs/TECH245821