It's possible he had a band but had it removed.
Instead of placing an open band on him which may be a big danger to him and/or bother him a lot, I would recommend looking into getting him microchipped.... that is, if you want a method of a way to keep track of him should he get lost.
If interested, try to find a local avian vet in your area.
The majority of my birds have not had leg bands. In fact, out of all the birds I've cared for, I can only recall that for sure that two had leg bands. Might have had a few others... out of my current birds, only one has a leg band.