Well, most are wild caught. Is he LTC or fresh caught? How long have you had him? Yes, they will bite the fire out of you (pun intended. lol) if they are stressed and cranky. But they will mellow if you can get him acclimated and earn his trust.
I would let him be for now. Don't try to handle him. Let him adjust and try to earn his trust by offering him bugs from a pair of tongs. Before long, he will see you coming and come out for a handout. Here is one that was very nippy when I first got him, but in this pic, he was waiting for his bug.