Here you have sweat-proof headphones that lets you raise and lower the volume with buttons. Handily, the headphones have a built-in microphone, so you can use them for phone calls
From Amazon
JVC AE Wireless Bluetooth Sports In Ear Headphones Earphones with Magnetic Earbuds and Built-In Mic and Remote, Black
OnBuy
JVC AE Wireless Bluetooth Sports Headphones with Pivot Motion Fit - Blue