Not really inbetween the thumb and forefinger, but the grip has two breakaway "wings" that go over the back of your hand. You don't even need to hold the pole. It holds you. Here's a link to one of the models..
I used these last season in the PNW & Canada. As a high intermediate skier, I found them confortable and safe (no pull on the hand or fingers when fall/crash). You do lose the ability to drag or hang your poles however.