While coverages vary by company and even Country, if you have insurance, you will want to contact your provider as to what specific rules they have for you to follow in order to be protected. If you don't have insurance, you may want to get some. And no, your gym insurance will not cover you when you are teaching from home.
For example in my case I have K&K Insurance coverage which I obtained through the Zumba® website because they offer a discount. When I contacted them regarding this very question this is the response I received.
Hello Carlos,
As of 3/1/20, covered operations under the policy now includes: Virtual training/instruction under your direct supervision or organized by you (you = the named insured on the policy). The intent of this wording is to provide coverage for operations that involve live online streaming/real-time instruction with your clients/members via the internet. The instructor should be able to communicate visually and verbally with the participants at all times during instruction. Recorded training sessions of covered sports/activities are also approved provided that ONLY your registered members/clients have access.
We expect that all reasonable precautions will still be taken when assessing potential new clients online, including but not limited to: health assessments, waivers/release forms, and interviews with clients prior to instruction or training. We encourage our clients to consult with their attorney to consider special waiver/release agreements that will apply specifically to online streaming/real-time instruction.
Please note, virtual training/instruction does not extend to any training/instruction that includes gymnastic apparatuses, tumbling, or stunting (including pyramids), or in-water activities. The policy is not intended to extend to online streaming/real-time instruction or recorded videos/sessions that are accessible by the general public/non-members. We do not provide coverage for cyber liability, so if you are taking payment or collecting personal information online and it is compromised, there would be no coverage under the general liability policy.
Underwriting Specialist I
K&K Insurance Group, Inc.
Of course I then followed up asking if I have a student complete and digitally accept my online waiver BEFORE they access my stream, will I be covered? Here was his response.
Hello Carlos,
That sounds to me like your members/clients are signing your online waiver then. If that is also who is accessing your pre-recorded sessions, you already have a waiver started. You may wish to speak to an attorney in your area to discuss your particular needs to ensure your waiver is sufficient.
Underwriting Specialist I
K&K Insurance Group, Inc.
So in conclusion, should you have coverage? absolutely. Think of yourself as a company offering a service, and do not put your personal assets at risk.