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Buddy Tape is commonly used by citrus nurseries. It is an expensive product, but nurseries find that it is worth the extra expense because it saves labor. It sticks to itself well and holds the graft securely. A citrus bud grows easily through a single layer. There is no paper between layers on the roll. Buddy Tape.
This is the parafilm that I use most often: Half Inch Parafilm.
I have used this type of parafilm for bark grafting, chip budding, and cleft grafting. You may notice that it received a couple of negative reviews on Amazon. The people who wrote the negative reviews probably did not understand how to use this type of parafilm. It is necessary to pull this type of parafilm gently while wrapping it to get a good seal. It is the wrong product for the person who was trying to graft tomatoes; I suspect that the laboratory parafilm (see below) would be better for a delicate graft such as a tomato plant.
This parafilm is commonly used in chemistry labs: Laboratory Parafilm.
It also works very well for grafting. I prefer it for delicate grafts and have found it useful for grafting citrus with the Z-graft. Its advantage is that it stretches very easily. The disadvantage is that it comes on big wide rolls with paper in between the layers to keep it from sticking together on the roll. It takes extra time to cut it to a suitable size for grafting and peel it off of the paper. When grafting citrus trees it is best to work quickly, so I cut it and get it ready before grafting.
I have found this parafilm useful for bark grafting to large diameter branches: One Inch Parafilm.
Vinyl Grafting Tape
Parafilm is not suitable for all types of grafting. For some others I use: Vinyl Grafting Tape.
I have found vinyl grafting tape useful for t-budding and patch budding. Vinyl grafting tape stretches, but is much harder to break than parafilm. This makes it useful for grafts that require tight wrapping. It degrades very slowly, so it is important to remove vinyl grafting tape after the graft heals.