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The only way to receive a chocobo without the Chocobo Lure materia is to defeat the Ruby Weapon and sell the spoils to the traveller at Kalm. He will give you a Gold Chocobo. However since the Ruby Weapon is of the hardest enemies in the game, it's better to use the Chocobo Lure materia, rather than sell it!

If you missed originally purchasing the Chocobo Lure, later on you can find it lying around outside in the Chocobo Ranch.