The whole island of La Palma is volcanic, but it’s extremely young. The oldest rocks are only about three million years old, so there’s no dinosaur fossils here. Much of the island is basalt – a dark grey rock which tends to form hexagonal columns, like the Giant’s Causeway or Los Organos on La Gomera. Over thousands of years it weathers to a lighter grey or brownish-grey.
The red rocks here are quite different. They’re a formed by a pyroclastic flow.
Now most Canarian eruptions aren’t very dangerous. The lava usually rolls along at about walking speed, and I believe there’s no historical record of anyone being killed by one. A few people have been killed by poisonous gases. And obviously it’s not safe when large rocks come flying out of a volcano. There are some spectacular examples at San Antonio, although fortunately I’ve never heard of one actually hitting anybody.
But pyroclastic flows are extremely dangerous. They’re currents of red hot gas, dust and rocks which tear down the mountain at anything up to 450 mph (700 km/h). You don’t have time to get out of the way, and at 1,000 ºC, you’re toast.
So it’s a good thing that there hasn’t been one in the Canaries in recorded history.
The red, pyroclastic flow was laid down first, and then basalt oozed up through a crack in the rock and solidified. The basalt is much harder, so the pyroclastic rock eroded away faster, leaving the basalt sticking out like a wall. It’s called a volcanic dyke, and you see them all over the island. The most famous dyke on La Palma is the Pared de Roberto.