You can take a day trip to the volcano by boat from Gialos (the old port of Fira), Athinios port, or Ammoudi, near Oia.
The boat will take you first to Nea Kameni (the volcano) where you can walk to the rim of the volcanic crater.
The boat will then take you to Palaia Kameni and the thermal springs.
The captain will drop anchor in the shallows, where you can take a swim.
The waters are yellowish and five degrees hotter than the rest of the sea.
Soon after that, you will arrive at the picturesque islet of Therassia.
In the afternoon, the boat will sail along the impressive Caldera passing below Oia.