true anole do get dark when they try to get warm, but they also turn brown when depressed. i believe. its a good thing that it turns green when you hold it, because that means that it is warm enopugh and relaxed around you.
this probally means its cold. and when u hold it it heart rate speeds up and it gets warmer. or it is depressed if u just got it mine was that way but after a little while they will get used to it