What state are you in and have you looked at pictures to guess the species?

Very well. I can't break your arm, but take note that a Horned Lizard eats every day. You do not have long to kill him if he hasn't eaten. And if you weaken him too much, he won't make it if you let him go too late. Fall is approaching and it is getting close to hibernation time. What are you trying to feed it?
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"A man that should call everything by it's right name, would hardly pass the streets without being knocked down as a common enemy." The Complete Works of George Savile, First Marquess of Halifax 1912,246