How loud are headphones supposed to be?

I just got my first pair of headphones (only used earbuds previously). I'm used to being able to listen to music at a fairly loud level without the music being audible by people around me. However, I will have music at a medium sound level and I can clearly hear the music even if the headphones are on my lap. Is this how headphones are supposed to work? I don't want people to be able to hear my music but listening to music at a speaking or lower volume level isn't exactly ideal. Edit: They are WH-1000X M3 headphones.
Answers

spacemissing

No one should listen continuously to anything over 85 dB SPL. It is difficult to determine SPL while headphones are being worn, but maybe an audiologist could help you learn to perceive it accurately enough and then you could simply limit the volume according to that.

don r

Headphones that cup over the ear are never totally silent when not on your head. If the seal over the ear is good, they may become nearly inaudible to others. Headphones that sit over the ear can be heard by others close by. That's how they work.