Assuming you mean melt from any natural temperature of Earth lava, there is metal that the evidence indicates can’t melt from any natural temperature of Earth lava. Tungsten, iron, nickel, cobalt, beryllium, platinum, and titanium all seem to have melting points above the hottest Earth lava. read more
But to be able to float on lava, it must first not be melted by lava. I then got to thinking, is there is a substance that does not melt by lava, all you would have to do is attack a hot air balloon of sorts to it to keep it afloat. read more