Yea if its young its just how they are! Gotta stay movin if your not hideing so you dont get eateen I am sure is there frame of mind! Once it gets more used to you and it gets a lil older you will notice a huge decrease in that type of activity!
While your holding him in one hand cup your other hand up and over his head (so your two hands make lke a lil hide) to make him feel a little more secure and that just might help out with him getting used to being held and he will feel safe and not want to take off plus it prevents him from going forward! 
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Mike & Wendy 
2.0.0 Siberian husky, Jackrussel/schitzu
0.0.1 Ball Python
1.0.1 Leopard Gecko
1.0.0 Beardie
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3.1.0 Future Herper's