More than 90% of the time women will never make the first move in an interaction. If she moved so that she was in close proximity with you and flashed you a smile, that there are 2 indicators of interest. That means she wants you.
How Do You Open:
1. It's during the day so you can do a direct approach. Tell her that she looks good, most girls at the gym have a low sense of self appearance (no makeup, sweats etc..) so this will be well welcomed.
2. Ask for her opinion on something, be creative could relate to anything around you or things in the neighbourhood (ie, good place to eat)
Whatever you do avoid small talk, say whatever you say with confidence and you're good as gold
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