Orbital angular momentum (OAM) based mode hopping (MH) scheme is expected to be a potential anti-jamming technology in radio vortex wireless communications. However, it only uses one OAM-mode for hopping, thus resulting in low spectrum efficiency (SE). Index modulation offers a trade-off balance between the SE and performance reliability. In this paper, we propose an MH with OAM-based index modulation scheme, where several OAM-modes are activated for hopping, to achieve high SE at a given bit error rate in radio vortex wireless communications. Based on the proposed scheme, we derive the upper bound and lower bound of achievable SEs. Furthermore, in order to take advantage of index information, we derive the optimal hopped OAM-modes to achieve the maximum SE. Numerical results show that our proposed MH with index modulation scheme can achieve high SE while satisfying a certain reliability of radio vortex wireless communications.