They have this available on eBay for $31…. its hard to tell from not seeing it in person, but it looks rather flimsy. It seems to be just two layers of thick lace that is all that is used to secures the firearm:
Now, I am not a woman, but I have often thought of getting a thigh holster to add to the concealed carry tool box (yeah, laugh it up in the comments section all you want). I think it would be a viable option for even a man to use to carry a BUG when wearing athletic shorts or just baggy cargo shorts. You would probably have to wear it a little lower on the leg than what she is doing, but I think it would work out pretty well.
While this design seems to be pretty darn quick on the draw and very easy to re-holster… I just dont know if you wouldnt be better served with a more traditional holster material along the lines of what a belly band uses or maybe even a Kydex sheath.
It does however look like it stays put: