I bought juvenile iguana hes about 5 months old. I have had him going into the night of the 4 days and he has not ate since I got him. I have tried to give him collard greens tomatoes cucumbers and iceberg lettuce even some juvenile iguana pellets that I have moistened so they are easy to eat. He lets me pick him up and play with him he is not mean he seems very loveable but he just will not eat
Relocation Stress is the usual cause of non-eating. Igs in this state also close their eyes when you pet them on their heads, making you think they enjoy it, but they are just trying to close off their intake of stressful things. If he's not way skinny, give him about ten more days to recover. Make sure his habitat is right, and he has a big enough hiding spot where he can feel hidden.
When he recovers from this he will become resistant to being picked up and will bite, struggle, and tail-whip. Luckily he is too small to cause any harm. Just be careful to not break his tail. Most healthy iguanas go through this at the beginning of taming.
Your ig seems too old for having come directly from a pet store. If it came to you healthy, it's certain he had been eating in his last home. So he probably just needs more time to adjust. I would stop picking him up for a four weeks. Some igs seem calm, but really they are "scared stiff" and under lots of stress.
The worst case scenario: If you got it from a pet store, it's most likely to be an import from Latin America where they farm them by the thousands, and most have various tropical infections, especially gut parasites and gut anaerobic bacteria which makes them sick so they can't eat.
If this keeps up for ten more days, I would ask a vet to treat it for parasites (panacure) and for bad bacteria(antibiotic). At the end of the prescriptions I would feed it probiotics that can be found refrigerated in some health food stores. I always chose the one with the most different live organisms and not just a few. Feed this about two cc's per day for two weeks. Don't do it yet, due to the high stress that force feeding can cause to un-tame iguanas.
Worst case continued: If he gets lateral folds, he would need to be re-hydrated. Usually only sub-Q injections work well to change acute dehydration. I've tried curing it many times with just water by mouth (I did rescues for a year or two), but that mostly does not work once it's really dehydrated.
My vet taught me to give sub-Q water at home. Hopefully if needed, you vet will allow you to do it too.