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My only pair are used for work under jeans as I'm outdoor in the freezing cold over winter, they are too holy fallen off a few times to use on the bike as I look like a tink does anyone know an equivalent tight.
Fairly thin but not pretty polly thin, no insert so you can walk about with them on and preferably just shiny black without compression
Get some proper, well-fitting thermal longs - you will be a lot more comfortable.
As above, i'd recommend a trip to your local Mountain Warehouse to try their Talus leggings. I've used their tops for the last 4 years, and have ditched my HH, Patagonia, and Endura merino tops in favour of them, and if their leggings are anywhere near as good, it'll be a worthwhile trip, especially at £9.99 a pair.
Decathlon running tights would do the job, various weights available and cheap too.