Hi Dennis,

Volcanic rock (the red ones) would be an excellent alternative to commercial hydroponic and LECA pellets. Just crush them into smaller pieces to match the size of LECA pellets.
I find that the black volcanic rock is too dense and too smooth to properly wick up the water and does not perform as well as the red ones.

In a pinch, you could also use broken pieces of the red clay pot (paso). They are excellent in wicking up water and provide even distribution of the water.

I hope this helps.