Overview of The (still active) volcano experience
You can either take the boat tour along the caldera or choose one of the regular excursion trips that lead you to caldera islets Nea and Palaia Kameni, as well as Thirasia. Walk up towards the volcano crater in Nea Kameni (good shoes, sun block and water serve as survival tools here) and have a swim in the hot sulphur springs of Palaia Kameni. Last stop is Thirasia, an unspoiled miniature version of Santorini before the tourism invasion. Overall, a definite must-do.