Caps

they do exist, I have a pair. I think I got them from ebay (heavystar) - seller also has 40.5mm and some other handy sizes.
 
Happy trails.

One warning with stack caps- filters can easily get very stuck together. I have a very nice Nikon combo yellow and orange filter in 52mm size.:bang:
To unstick filters, just put your open palm against each one and twist in opposite directions. That'll do it almost always, If not get some of those nylon wire ties and put one around each filter and tighten them down. They work just like an oil filter wrench.

Fortunately all of my 39mm filters are brass, and that is the biggest difference between expensive filters and cheap ones. The glass is the same, but brass does not deform like aluminum, and so is much more difficult to get stuck.
 
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