@Flagg, In A Situation Like Such, The Best Thing To Do Is Crouch And Go For An Uppercut With Timing. If That Is Too Risky, At Least Jump Kick Them, Or Jump In The Opposite Direction. Very Few Characters Like Ermac, Jax, Cyrax, Scorpion ,Smoke, Sheeva, Noob Have Abilities To Anti-Air With Their Special Moves.
Sindel Can Projectile While In Air, Or Scream If Timed Right. Ermac Can Force Lift Right Before They Hit To Lift Them Into A Combo Opening. Thus, Sheeva And Jax Can Easily Anti-Air-Grab Them In This Situation. If Using A Melee Range Fighter Like Johnny Cage, Flip-Kick (Down-Back-3) And Pop-Ups Are Your Best Choice. ALL Of The Robots Can Punish This Jump Punch Technique With Ease.
It's All About The Character That You're Using. I'd Suggest To Jump The Opposite Direction So That Cannot Land A Combo And One Can Be At A Distance From The Opponent.
If You Fail To Initiate The Special Moves, Uppercut*/Jumping Away Is The Route To Go.
Skarlet Has The Best Counters For This Type Of Lock-In Technique.
*Keep In Mind, Not All Characters Have The Same Uppercut Speed.
*Sonya Has The Fastest Uppercut, Meanwhile Baraka Has The Slowest.