Problem Changing in Locker room. Need major help?

I wear tighty whities. I am going to 8th grade next year. Mandatory changing rule is instituted in that grade for gym. If people get caught wearing tighty whities, you get pantsed every day. Happened to a few people. I really need to avoid this. Parents buy me my clothes including underwear. Parents are Chinese and question everything I ask for. Ask to go to a movie, they say why...I need a solution. Either avoid them which is virtually impossible without being late for cl or ask parents. How to go about this is the problem. I need help. Anyone please help.