Here is a suitably sexy aluminum headphone Holder from 6amLifestyle. Can stick or screw the hook under-desk. Looks great, feels great and features:

Unique ” T” shape hook, can hold 2 headsets or headphones at the same time.

This headphone hook is made of machine light-weighted aluminum, sturdy and handy, can hold small to large headphones without bending or breaking Using strong VHB two-sided tape hold securely under your desk surface, Designed with 2 screw holes if you still worried fall off just mount it with screws. Extra 1 adhesive replacement and 2 screws are included in the package.

Stuck it on the bottom of your desk or shelf, a great way to keep headsets off your desk but still close at hand. besides, it also can store USB cables, charging cables… Good choice if you’re limited by space. Headphone Stand Grey, 1x adhesive replacement and 2x screws, 60-days money back & 2 years warranty, friendly customer service.

You can grab one from Amazon here.