Nearly all lizards can break off their tail like Sukanya says. The tail regrows, it is just normally a different color. Yours looks like it recently dropped his and it hasn't started to grow back yet. They do it when they feel threatened because the tail still has a bunch of nerve endings when it is separated from the body, so it jumps all around and the 'predator' (sometimes it is a human that just caught it or got to close) pays attention to it while the lizard runs away. Very common to see lizards without a tail or the tail growing back.
When threatened some lizards can break off their tails that when severed, thrash about like mad distracting the predator. The lizard regrows the tail...I do not know if Anoles can do so; but house geckoes can. I have seen one do it but as far as I recall it broke off nearer to the body; not just the tip...but maybe this is a tail that has grown again and the tip was the point where it initially broke off...just guessing.
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