Here you will find the information you are looking for:
What’s the business model for your new gym?
Will it have paying members like a typical club setting? Or will it be more of a private studio setting where independently contracted trainers workout with their clients? Or will it be something else entirely?
Regardless of state, I’m fairly certain that the type of gym you’re opening up will determine the types of insurance you’ll need.
In addition to the link Harris provided, here’s a few from ACE’s website you might find useful: