What is the tightest cap I can use to make a stocking cap weave?

I have just made my second stocking cap weaves using a regular stocking cap from the black hair shops. I am fairly happy with the result the only problem is that the completed wig is too loose. I have tried the mesh type also but this was not a good fit either. As my hair is very thin on the sides I have nothing to pin it to either. Can any Reccomend me a very tight cap I could use instead?

What is a VPN?

VPN is (Virtual Private Network) were first used by companies to enable their employees to securely access internal systems such as email remotely (e.g. from home or while on business trips). Today they are increasingly being used for personal use by individuals to protect their privacy while online in public places (e.g. when using the wi-fi connection in a cafe) or in a country where the internet is censored / blocked (e.g. China, Saudi Arabia…).