When his name was announced, he was super shocked (and a Kate McKinnon behind him was super happy).
When he arrived at the podium, the first thing he says is,
"I wasn't prepared at all. I was even chewing gum."
A close analysis of the events leading up to this moment confirms the whereabouts of the gum.
The stakes were high: When you play the game of gum, you win or you die.
First, he kisses his wife purely out of joy and appreciation.
View the whole sequence of events (with sound!) here: