What do you call molten rock while it is still underground?

Magma. Above ground the same material is called lava, and the renaming at the surface marks a real physical change: what is lost on the way out is pressure, and pressure is what holds the dissolved gas in.

That is the whole difference between a volcano that oozes and one that explodes. Magma carries dissolved water and carbon dioxide the way a sealed bottle carries fizz. If the magma is runny the gas escapes easily and you get the rivers of lava that make Hawaii a tourist destination; if it is stiff, the gas cannot get out until it shatters the rock around it, which is what Vesuvius and Mount St Helens did.

Stiffness comes down to silica and temperature. Basalt is low in silica, erupts at up to about 1,200 degrees and flows like syrup. Rhyolite is high in silica, cooler and barely flows at all - it tends to pile into a dome and then remove the top of the mountain. Which is why the most dangerous volcanoes are usually the ones that look least dramatic between eruptions.