Caring for a Grasshopper?

We live in the woods and "catch and release" critters all the time. Our weather has been bonkers lately alternating between warm and cold days. My son found and caught a grasshopper this weekend. We're hesitant to release it since it is now pretty cold and the forecast shows cool or cold weather in our future.

Can we keep it in a small aquarium? How long will it live? It is a big one. Biggest I've ever seen, so definitely an adult. It's currently in a large jar with moss and magnolia leaves, which it is eating.
Any advice on habitat, food, water is appreciated!
We are around moss, pine, and magnolias, as far as things that are still green goes.

By AJ from Hillsborough, NC