Back when I went into the service, and smoked (a jillion years ago), the BX sold little plastic and elastic ankle cigarette pack holders, but they were pretty flimsy. Over the years I have made several different ankle rigs for spare ammo, etc. Pretty easy to do, you first go to an orthopedic supply place and get some heavy duty elastic, about 2-3" wide. Sometimes you can get them to stitch some velcro on the ends for you, sometimes you can't. You then have to come up with the container to stitch onto the elastic. But the best I ever had was an ankle holster that I stitched directly onto a pair of combat boots. That sucker road solid, did not want to shift and flop like strap-ons do. If you put much weight on the ankle you will walk with a limp until you get used to it...
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OBG