As far as we know, Jupiter's moon Io has the most volcanic activity of any known celestial body. It has the most volcanoes that are active and they're erupting frequently. On Earth (the third planet from the Sun) there's lightning during volcanic eruptions and on Venus (the 2nd planet) there's lightning too, probably also during eruptions. Has any lightning ever been detected during an eruption on Io, or isn't it possible for lightning to occur during eruptions on Io for some reason?
I would bet against lightning due to the very thin SO2 atmosphere; under normal conditions the pressure is 0.3 to 3 nbar, with plumes reaching 5 to 40 nbar. That does not sound like it could convey lightening. But given that the environment also has a lot of ionization there might also be all sorts of plasma and vacuum breakdown discharges. In short, I suspect this could go either way, but if there were lightning it would be rather different than on Earth since it would be a near-vacuum discharge.
As far as I have been able to find, there are no empirical detections of lightning at Io. I suspect the radio measurements that could detect it would be swamped by the overall noise of the Jupiter-Io environment.