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There are a few theories that would suggest Jupiter’s moon IO has an underground magma ocean. Hank Green explains in this episode of SciShow Space!

Hosted by: Hank Green
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Sources:
http://www.space.com/16419-io-facts-about-jupiters-volcanic-moon.html

http://www.space.com/29640-jupiter-volcanic-moon-io-lava-lake.html

http://www.nasa.gov/topics/solarsystem/features/io-volcanoes-displaced.html

http://solarviews.com/eng/iovolcano.htm

http://hyperphysics.phy-astr.gsu.edu/hbase/solar/io.html

http://www.universetoday.com/122972/jupiters-planet-io/

http://solarsystem.nasa.gov/planets/io/indepth

http://www.dailygalaxy.com/my_weblog/2015/05/a-prime-extremeophile-habitat-lava-lake-on-jupiters-volcanic-moon-io.html

http://www.astronomy.com/news/2015/11/shifting-hot-spots-on-jupiters-volcano-moon-io

http://www.space.com/30530-jupiter-moon-io-magma-volcano-mystery.html

http://phys.org/news/2015-05-giant-telescope-jupiter-moon-io.html

http://www.zmescience.com/science/geology/io-volcanism-lava-lake-10082015/

http://www.space.com/29248-jupiter-auroras-volcanic-moon-io.html

http://iphone22.arc.nasa.gov/public/iexplore/missions/pages/yss/november2011.html

Images:
https://en.wikipedia.org/wiki/Io_(moon)#/media/File:Io_highest_resolution_true_color.jpg
https://en.wikipedia.org/wiki/Io_(moon)#/media/File:Tvashtarvideo.gif
https://en.wikipedia.org/wiki/Io_(moon)#/media/File:Io_from_Galileo_and_Voyager_missions.jpg
http://www.space.com/29640-jupiter-volcanic-moon-io-lava-lake.html
https://en.wikipedia.org/wiki/Io_(moon)#/media/File:Io_diagram.svg
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Earth's moon might look like it's made of cheese, but Jupiter's moon, Io, seems a lot more delicious. I mean look at this thing, it's like a giant pizza with all kinds of crazy toppings. Io has all those blobs for a good reason, it's full of active volcanoes. So many that it's the most volcanically active body in the solar system. We're talking more than a hundred and fifty active volcanoes, some with 400 kilometer high eruptions. But those weird looking sport are also a kind of mystery because the volcanoes on Io aren't where astronomers expected to find them, which might mean that the moon has an underground magma ocean.

The mystery comes from how Io's volcanoes are though to form, which has to do with the gravitational pull of Jupiter and two other moons, Europa and Ganymede. As Io orbits Jupiter, the gravity from each of the these worlds tugs its inside in a particular way. It's called tidal flexing and it stretches the moon, deforming its surface by up to 100 meters at a time. Io's insides are also getting stretched and squeezed, and the friction from all that rock moving around produces a lot of heat. Like enough heat to melt the rock and magma in some spots.

So for a long time, astronomers have been using what we know about the way Jupiter and its moons orbit to predict exactly where the hotspots should be and you would think that Io's volcanoes would be right on top of those hot spots. It would make sense for the magma to be erupting from the places that have the most of it, but it turns out that's not where the volcanoes are.

In 2013, a group of researches led by an astronomer named Christopher Hamilton modeled Io's tidal flexing to map out the warmer spots. When they compared that map to the actual locations of the moons volcanoes, they found that the volcanoes were shifted much farther east, by thirty to sixty degrees. They came up with two main reasons why that could be. The first possibility is that we're wrong about how fast IO rotates, it it spins a bit faster, then its insides might be heating up more and messing with the volcanic plumbing. The hot spots could be in totally different places, shifted east for example. Or the model for IO might have been off because of the magma ocean astronomers think is hiding below Io's surface. Scientists have found evidence for an ocean like this before. 

Back in 2011, a separate team of researchers predicted that Io had a magma ocean 30-50 kilometers beneath the crust, which would help explain some unexpected measurements that Galileo probe detected in Jupiter's magnetic field.

In a paper published in the Astrophysical Journal Supplement Series in June 2015, a third group, which included Hamilton, modeled how an underground magma ocean like that would affect the flow of heat inside Io. The ocean in their model would cover the entire moon. It would be kind of sponge-like, slowly moving around below the surface thanks to the tidal pull caused by Jupiter, Ganymede, and Europa. The researchers found that this flowing magma could explain the shift in the volcanoes' locations by generating even more friction and heat as it moves. Which means that the mystery of Io's misplaced volcanoes might just be another piece of supporting evidence for the idea that there is a hidden layer of magma ocean sloshing around inside the moon.

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