Welcome to the club and I am 11 months in with my Volt and absolutely love it.
I think it may be part of your flat tire repair kit. It keeps the kit tight and prevent squeaks. If you don't see the kit (plug in tire inflator and can of fix-a-flat) it may have gotten misplaced as they unpacked your Volt. It was a common issue I have seen in this forum. So the dealership should take care of you if it was misplaced.
One thing I found helpful in this forum and may be more info than you wanted... the new purchase checklist. You should still have their attention and take care of any of these issues. I found none when I took ownership. But a little later my illuminated charge port was improperly installed and they did a quick repair once it went kaput.
Hope this is helpful and if you hate us OCD types...Avert your eyes now.

Enjoy your kick butt super stealth ride!
Chevy Volt Purchase Checklist:
Review the window sticker that it matches all options offered
Car should be charged and fully fueled
Take a final Drive and review all modes and listen for any unusual sounds
During drive check the ACC, lane assist and blindside warnings function properly
Check Navigation and Radio
Check Voice command, Bluetooth and phone/text
Check USB Ports, 12v outlets and CarPlay
Check about the latest updates
Get dealer to help register with Onstar then run a diagnostic check
Inspect paint thoroughly
Inspect fit and flushness of doors, lifts and body panels.
Check trunk parts: inflator, sealant, carrying bag for above, tow hook, Cargo cover
Inspect Charge cable
Check that floor mats are there and correct
Check that all doors, including hood, open and close and are aligned properly
Check that all remotes work properly
Check tire pressure display and all other instrument displays work
Check A/C and heat
Check seat and steering wheel heaters
Check that charge port and fuel port open and close properly.
Check operation of windows
Check operation of lights
Check operation of wipers and washers
Check that all 4 tires are the same type and date of manufacture
Inspect for underside damage and that shipping spacers are removed