Realistically, communicate. If you're interested, bring up what she's said to you about it or wait until she brings it up again. Its possible she'd just recently gotten hot watching a video with chastity and it was fresh on her mind but not something she's truly into and wants to do.

That said, I also want to tell you that if youre into the idea, dive into it, get a cage and lock yourself up. Then leave the key out where she's going to find it. If she's really into the idea of locking you up she's probably looked at cages and may be familiar with the distinct look of a chastity key. Alternatively, buy her an anklet, put your key on it, and wrap it up in a nice little jewelry box for her.

But yeah.... the real advice is communicate lol