We analyze the intrinsic time scales of the chaotic dynamics of a semiconductor laser subject to optical feedback by estimating quantifiers derived from a permutation information approach. Based on numerically and experimentally obtained times series, we find that permutation entropy and permutation statistical complexity allow to extract important characteristics of the dynamics of the system. We provide evidence that permutation statistical complexity is complementary to permutation entropy, giving valuable insights into the role of the different time scales involved in the chaotic regime of the semiconductor laser dynamics subject to delay optical feedback. The results obtained confirm that this novel approach is a conceptually simple and computationally efficient method to identify the characteristic time scales of this relevant physical system.