Ultra high-speed imaging is used to investigate the vapor explosion when a drop impacts onto a high-temperature pool. The two liquids are immiscible, a low boiling-temperature perfluorohexane drop, at room temperature, which impacts a high boiling-temperature soybean-oil pool, which is heated well above the boiling temperature of the drop. We observe different regimes: weak and strong nucleate boiling, film boiling or Leidenfrost regime and entrainment followed by vapor explosion. The vapor explosions were seen to depend on the formation of a rotational flow at the edge of the impact crater, near the pool surface, which resembles a vortex ring. This rotational motion entrains a thin sheet of the drop liquid, to become surrounded by the oil. In that region, the vapor explosion starts at a point after which it propagates azimuthally along the entire periphery at high speed.