For tax year 2024 you'll be filing a part-year resident tax return for both CA and IL. As @Hal_Al stated, you'll become a resident of IL for tax purposes on the day you begin living there with the intent of making it your new domicile - your main, primary home.
Capital gain income is taxable by your State of Residence at the time you receive it.
If you earn any income by physically working in Indiana in 2024, then you'll also have to file a non-resident Indiana tax return at year's end.
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
