Volon Therys is a small town in western Essos. The town is located not far to the north-west of Volantis, where the Rhoyne begins to splinter out into its delta. The town is located on the western side of the river.
In the books
In the A Song of Ice and Fire novels, Volon Therys is a vassal of the Free City of Volantis. Volon Therys is the final stop for traders and travellers before Volantis itself, and Volantis maintains a watch on who is passing through the city, sometimes preventing them from travelling on to the main city. It is a noted waystop for mercenary companies unable to get permission to travel on to Volantis itself.
By the standards of the Free Cities, Volon Therys is a middling-sized town, but would be counted as a small city by the standards of Westeros.
- Volon Therys at A Wiki of Ice and Fire (spoilers from the books).