Yup, I've got one with my Starrett "Last Word" indicator set. Will clamp on to a lathe tool holder or anything else handy and stable. The dial indicator itself clamps to the round end.
I think your own wording (indicator holder) does nicely. If you have a Starrett catalog handy, look up the attachments for the 711 series Last Word Dial Test Indicator. The solid part of what you show, on the right, is usually cataloged as a "Universal Shank".
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