A semiconductor laser with delayed optical feedback is an experimental implementation of a nominally infinite dimensional dynamical system. As such, time series analysis of the output power from this laser system is an excellent test of complexity analysis tools, as applied to experimental data. Additionally, the systematic characterization of the range and variation in complexity that can be obtained in the output power from the system, which is available to be used in applications like secure communication, is of interest. Output power time series from a semiconductor laser system, as a function of the optical feedback level and the laser injection current, have been analyzed for complexity using permutation entropy. High resolution maps of permutation entropy as a function of optical feedback level and injection current have been achieved for the first time. This confirms prior research that identifies a coherence collapse region which is found to be uninterrupted with respect to any embedded islands with different dynamics. The results also show new observations of low optical feedback dynamics which occur in a region below that for coherence collapse. The map of the complexity shows a strong dependence on the delay time used in the permutation entropy calculation. Short delay times, which sample information at the complete measurement bandwidth, produce maps with drastically different systematic variation in complexity throughout the coherence collapse region, compared to maps generated with a delay time that matches the optical feedback delay. Evaluating the complexity with a permutation entropy delay equal to the external cavity delay produces results consistent with the notion of weak/strong chaos, as well as categorizing the dynamics as being of high complexity where the external cavity delay time is harder to identify. These are both desirable features for secure communication applications. The results also show permutation entropy as a function of delay time can be used to detect key frequencies driving the dynamics, including any that may exist due to, or arise from, technicalities of device fabrication and/or noise. A more complete insight into complexity as measured by permutation entropy is gained by considering multiple delay times.