Licence in a reproduced figure caption
Since you mention ScienceDirect, I guess the publisher (and owner of any copyright claims) is Elsevier.
If you follow the guideline in the caption you linked to, you could therefore write:

Figure reproduced with permission from Author (YYYY); copyright YYYY Elsevier.

As regards a possible Creative Commons license (as is visible in the caption you linked to as CC BY-SA 4.0), this will likely depend on the journal and/or article. I would recommend you to fetch the DOI of that article and insert it into CrossRef's API at https://api.crossref.org/works/THE-DOI-HERE. Then take a look at the license field. An Elsevier Open Access article I randomly looked at, for instance, carries the license CC BY-NC-ND 4.0 according to the API.
However, if the article you take the Figure from is not an Open Access one, then probably you do not have to list any particular license at all.