At a quilt show a few years ago, I purchased a Clover Protect and Grip thimble. I have small hands, so trying to find thimbles that stay on was an issue. I absolutely love this thimble because the neoprene makes it stay on and it never slips off. The thimble comes in several sizes. I purchased the pink one.
https://www.amazon.com/Clover-6026-M.../dp/B002OVGJDU