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There is no volume adjustment on the Sony, unlike my Oppo 105D.A Goldpoint SA2 or Schiit SYS will do the trick, you can connect it in reverse if you want to use it to switch between two headphone amp.
Yes, there are many products that can cut the volume. Excessive loudness was a common problem with older airplane headphone jacks. I bought a $10 Koss product 1 a long time ago for air travel alone (it’s pretty flimsy and just okay IMO).
With a quality full-size CD player, I’m guessing you’d want something more substantial. There are plenty of simple desktop volume controls of varying quality (example 2), and more complex pro audio items too (which typically use 1/4" or XLR cables; example 2). Beyond this, you could buy a passive or active preamp 1 with volume, balance, tone, source selectors, etc.