It's a dry heat.

Photos by Matt Ball 5/12/2013

But that's not why the Eastern Collared Lizard above is shedding. Just growing. No need for lotion.
Another interesting fact about these lizards: Unlike many others (but like Gila Monsters), Eastern Collared Lizards can't 'lose' and regrow their tails. But don't pick them up anyway. That goes double for Gila Monsters.