The most common and most likely answer to this crossword clue is the 3 letter word GIB
I've seen this crossword clue in Financial Times
G
I
B
More clues leading to the result GIB
Buddy explains!

The straight part
We know that "Rock" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case rock = gib.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does GIB mean?
GIB noun- A bolt or wedge made from wood or metal used for holding a machine part in place.
- A castrated male cat or ferret.
- A male cat; a tomcat.
- A hooked prolongation on the lower jaw of a male salmon or trout.
- To fasten in place with a gib.
- Miscellaneous pieces of a fragged character, most often in first-person shooters.
- To blast an enemy or opponent into gibs.
- Plasterboard.
- To install plasterboard.