Since we didn’t have the easiest time finding info about exploring caves on Kalymnos, here’s what I know about these two caves.
Kefalas Cave, aka Cave of Zeus: located about 1.5 miles from Vothini, past St. Catherine’s Monastery, approx GPS 36.934331,26.945882. Currently CLOSED (for the season?) with locked gate. Normally it would be open 8:30 to 2:00 with a 2 euro entrance fee.
Skalia Cave: Heading north, about 0.25 mile before the town of Skalia look for a wooden sign for the cave on the right side of the road. Follow a short trail up and to the right with red markers. Just before you reach the climbing area, look for a metal gate in the rock to your left. Pretty easy to find but we spent a while getting lost, lol. Bring a bright headlamp.