Assert HTTPS through redirects on client request (GET, POST, ...)

I need to send some critical data on a post request, but the URL is given by a client, so I need to ensure that the data will be sent under SSL. I check the URL for https schema, but if the host send me 301 and redirect to an HTTP website my data will be sent through an insecure channel.

I think it would be nice if I could set "ensure_https" or "ensure_ssl" on a post request for example. If the host redirected me from https to http and "ensure_https" was set, it should raise an exception.