Affine frequency division multiplexing (AFDM), a promising multicarrier technique utilizing chirp signals, has been envisioned as an effective solution for high-mobility communication scenarios. In this paper, we develop a multiple-mode index modulation scheme tailored for AFDM, termed as MM-AFDM-IM, which aims to further improve the spectral and energy efficiencies of AFDM. Specifically, multiple constellation alphabets are selected for different chirp-based subcarriers (chirps). Aside from classical amplitude/phase modulation, additional information bits can be conveyed by the dynamic patterns of both constellation mode selection and chirp activation, without extra energy consumption. Furthermore, we discuss the mode selection strategy and derive an asymptotically tight upper bound on the bit error rate (BER) of the proposed scheme under maximum-likelihood detection. Simulation results are provided to demonstrate the superior performance of MM-AFDM-IM compared to conventional benchmark schemes.