Head of Bay, Cayman Islands offers 2 beaches perfect for sunbathing, surfing, swimming, and more. Head of Bay, Sister Islands, Cayman Islands, is known for its proximity to the renowned diving and snorkeling sites around Little Cayman and Cayman Brac, including the famous Bloody Bay Wall. The best time to travel to Head of Bay, Cayman Islands, is between March and June, with average air temperatures around 82°F (28°C) and water temperatures near 80°F (27°C). Sandee provides detailed maps, photos, and reviews from fellow beachgoers to help you Choose Your Beach™ and plan your perfect beach vacation!