That's the title of this photo dated February 14, 1922. It's archived in the Library of Congress collection along with this brief summary:
Mary Jayne seated in rocking chair with pistol strapped to her knee, claiming exemption from concealed weapon regulation by saying her thirty-two isn't a concealed weapon in these days of knee-length skirts.
Wish I knew more of the history here. My assumption is she was trying to skirt an early concealed carry prohibition.