I found SKIRT SPORTS when a friend asked about what to wear to the gym. As they say, “Fall in love with a skirt!”
As with nearly every clothing website, PICK AND CHOOSE to find an outfit that will work for you within modesty guidelines. 
The lady pictured to the right chose a dress, leggings, and a bolero jacket. Or you could mix and match with what you already have and possibly use the pieces below.
Other also read:
On Sunday, I suggested a friend of mine could possibly give up pants for Lent. She said she couldn’t go to the gym if she wore a skirt/dress. This should show her otherwise.