He quickly replaced it with a captain’s hat that he apparently just keeps on him for emergency situations.
"Keeping it real goes wrong, people. That's why you gotta strap it in tight. Captain's hat is nice for that"
?️ Klay Thompson after losing his championship hat ? pic.twitter.com/zbCmPuwrMe
— ClutchPoints (@ClutchPointsApp) June 20, 2022
Source: Bro Bible
