i tried golf weights today for the first time, and i did NOT want to drop one in a social situation.
my solution: put on a pair of pajama pants and fasten a string/rope just above each of your calves. then put a pair of loose sweatpants over the pajama pants. when the weights fall, they land just below knee level and are contained in the pajama pants. nothing was visible from the outside.
i was actually walking and talking with one of my female professors when it fell and my pajamas cought it. it didnt throw me off at all lol.