Postgresql: Storing a table index on a separate disk to the data
You can change the tablespace of the index explicitly with alter index command. 

CREATE TABLESPACE superfastssdtablespace LOCATION '/path/to/super/fast/ssds';
ALTER INDEX name_of_the_index SET TABLESPACE superfastssdtablespace;


Before you do that you may (also) want to look at partitioning your table or using BRIN indexes depending on the use case.