Midnight sun whale watching is a magical experience as in right condition you experience the constant daylight in Iceland during late May to early July. Being close to the arctic circle merely 30 miles shy the sun is always above horizon around 22nd of June. 

The Arctic Circle marks the southernmost point at which the center of the midnight sun is just visible on the June solstice. The region north of this circle is known as the Arctic, and the zone just to the south is called the northern temperate zone.

As seen from the Arctic, the Sun is above the horizon for 24 continuous hours at least once per year (and therefore visible at midnight)