a bit late coming to this thread...I have been rearing Lepidoptera for 8 years and feel qualified to speak on the issue of moths an parasites: don't worry about them. Here is why:
1 - 99% of adult moths either do not feed at all or feed on plant nectar
2 - caterpillars (larvae) are often parasitized but from parasitic wasps and flies. Those parasites will either kill the cat in its larval or pupal (cocoon) stage. Even if somehow eggs were transferred to the adult (never heard of this happening) they would be completely harmless to your cham. The are not the same sort of parasites that herp owners have to worry about.
3 - if you collect cats and let them pupate and out come a bunch of small wasps or flies just feed them to smaller herps or offer to a friend who has some. I collect cocoons on winter and they often produce parasitic wasps - I just feed them to my side-blotched lizards - they love 'em!
A note on pesticides - yes, it is important to know, but some moths live only a few days and would not consume enough via nectar to be harmful.
All that said, one thing that was NOT mentioned is toxicity of the moth itself. Many release defensive chemicals just like some beetles (see my post on superworm thread) and other insects. Few would be toxic to the point of hurting your cham and most that are collected at lights are safe. Here is a link to a moth which produces chemicals from its eyes and legs:
lLeopard moths
lele the Lep lady