You probably hear every now and then on the news about someone who used an e-cigarette and it exploded in their pocket or face, so let's open up about the issue and give you fact-based information.
Before we start getting stressed or going back to smoking cigarettes, let's find out what exactly happened in such cases and how we can avoid such a situation.
First, we should note that there are several types of devices, a mechanical device and a regulated device. Devices of the mechanical type are in most cases the most prone to disaster and the ones that have actually exploded in certain cases.
So what is a mechanical device?

When there is a short in the system, whether the battery short-circuits for some reason or the coil short-circuits and we continue to press the power button, the short circuit may lead to the battery overheating and exploding.
And now for the good news:
As we have already mentioned, mechanical devices are quite primitive. These devices were common a few years ago when the field of vaping was still in its infancy, today most of the devices sold are regulated devices.
What is a regulating device?
In a regulated device, there is an electronic circuit that allows all the device's data to be regulated. Such as the intensity at which we vaporize, temperature control, etc. The electronic circuit is also responsible for safety and prevents improper operation of the device. For example: if there is a short circuit, the device will immediately stop its operation and warn us.
The chance of this type of device exploding is minimal, about the same as the chance of your cell phone exploding in your pocket.
Most vaping stores today do not sell unregulated devices. Such devices are still available, but today they are quite rare and only collectors or people who for some reason are interested in using this type of device specifically purchase it.
Battery safety
The batteries themselves can cause trouble if we use a damaged battery. The batteries used in electronic cigarettes are lithium batteries. The batteries come wrapped in a layer of insulation and around the "plus" of the battery there is a white circle that serves as additional insulation. 
An electronic cigarette battery is constructed in such a way that only the protruding end is the "plus" of the battery, the rest of the battery body is the "minus". Therefore, any contact of a metallic body with the "plus" and an exposed battery body creates a short and may cause a fire or explosion.
It is highly recommended not to carry an e-cigarette battery, even if it is working properly, in your pocket, especially if it contains keys or coins. Additionally, do not insert a battery that is not working properly or has a damaged insulation layer into any device. Using a damaged battery, even in a regulated device, can still cause a short circuit.

Make sure that the insulation tape around the battery is intact and not torn. Also, make sure that there is proper insulation around the positive ("plus") end of the battery, usually a white circle.
In conclusion
Assuming you are using a regular device (regulator), you do not have a mechanical device, and your batteries are in good condition, you can rest assured.
If you still choose to use a mechanical device, make sure you know what you are doing!
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