Assuming you are a female, get a thin chain and put it on that and around your neck. That's what my female friends do.
I take off my wedding band and pin it with my locker key to my shorts or sweats.
If you are lifting weights, don't leave it on. You could damage the ring, but you could also damage your finger. Visualize your skin peeling off the bone like a banana peel and you get the picture.....
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