When iodine is heated, the intermolecular bonds are broken and the iodine goes directly to vapor from solid crystalline form. This is because the bonds are too weak to sustain liquid form under those conditions (slightly above room temperature and standard atmospheric pressure). If you were to continue heating the iodine, it would eventually melt at 113.6 degrees Celsius, and it would boil at 185 degrees C.
Water is widely used to illustrate the three common states of matter: solid, liquid and gas. With the application of heat, the intermolecular bonds are relaxed and liquid water is formed. With still more heat applied, the bonds are relaxed even further and the water vaporizes. The same transition can be observed in the greater majority of the substances found on Earth.
Iodine does not follow this common pattern, because the intermolecular bonds in solid form are not as strong as in most other substances. At standard atmospheric pressure, when minimal heat is applied, the iodine molecules are able to break free of the solid form completely, becoming vapor instead. When the iodine is heated further, the vapor pressure increases (the amount of gas in equilibrium with the solid or liquid state). Increasing the temperature also increases the vapor pressure, until the iodine melts and then boils.