The larger trout I've caught from the Obey River in TN have had the same color. I always assumed it was from crayfish but have no basis for believing this.
On a sidenote:
Carotene turns things yellow (think carrot). I used to feed my show chickens corn gluten meal because it had high amounts of carotene (and protein) and would turn the chickens skin yellow. Someone decided that chicken with yellow skin was more desireable to consumers. Many commercial poultry producers now dye dressed chicken skin yellow. Dried marigold flowers work too. Wierd huh.