How to listen to my iPhone while on a cycling machine/treadmill?

I'm going on holiday tomorrow, and just found out there's a gym. I want to listen to my iPhone while I run/go on the cycling machine, but how? I don't have any of those straps or anything, so how will I use it without it falling out of my pocket or something?

Are you a stewpid? DURR DURR?

Seriously, are you actually asking this question or just being a very very bad troll? Or do you lack sufficient intelligence to figure that out on your own?

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