How do I find I.O. statistics (by index) for queries in progress
You can see some information about the indexes that are in use right now using the DMV sys.dm_db_index_usage_stats. An example:

declare @dbid int 
select @dbid = db_id() 
select db_name(db_id()) as [database]
, objectname=object_name(s.object_id)
, indexname=i.name
, i.index_id 
, reads=user_seeks + user_scans + user_lookups 
, writes =  user_updates 
from sys.dm_db_index_usage_stats s join sys.indexes i  on i.index_id = s.index_id
where objectproperty(s.object_id,'IsUserTable') = 1 
and s.object_id = i.object_id  and s.database_id = @dbid  and i.index_id &lt;&gt; 1
order by reads


(sample code from MSDN).

Reads and writes columns will grow as soon as the specific index is used for data gathering.