It's not been revealed yet. You'll have to wait until episode 10 (assuming the show lasts that long)
The show's producer has explictly confirmed that Chas is not an immortal and that the reason for his resilience will be revealed farther into the series:
In a recent interview, the show's backers have confirmed that his apparent immortality is something that will be revealed later:
Remember how Chas died — then came back to life — in the series’
premiere? “For some reason, people started translating that to the
idea that he’s immortal,” Cerone said. “We promise you: He is not
immortal. There’s a very good reason that he’s coming back to life,
and the only spoiler I will give you is that these lives are not
infinite.” The EP added that an upcoming, flashback-filled episode
will introduce Chas’ estranged wife and daughter.
And Charles Halford, the actor who portrays him in the show has a very similar story to tell:
Chas does have some unusual origins and while Halford refused to
reveal whether or not his character is immortal on the show, he did
admit that Chas does get through a lot right off the bat.
"He does survive something in the pilot that anyone would probably die afterwards, so he does have some survival skills," claimed
Halford, "But the root of those survival skills is yet to be
determined in the coming episodes."