Many types of rock have the potential to explode, especially if they are porous or wet. Water and trapped air in a rock will turn into steam when placed near a fire, and the pressure may cause them to explode. Most experts would agree that you shouldn’t use porous rocks, like pea gravel, in your fire pit.
If you’re looking for an alternative filler material, hard rocks, like granite, slate or marble, are better choices. They are much denser, and less likely to absorb water and break apart or explode.
Flagstone and crushed stone are less expensive materials for your pit, and won’t retain moisture, unlike pea gravel.