I always believe in this phrase - A healthy body makes a healthy mind (and vice-versa is true as well).
However, am not a big fan of gym, rather I swim and play badminton, because I feel more involved and engaged both mentally and physically.
With lock-down in my place , I am not venturing out at all except for essential buys, since am not used to exercises at home I went crazy during the first few days of lock-down itself, that was when my wife came to my rescue 
Her suggestion was to do Yoga (by the way she does that each day, and not even once during these years I had even attempted it), trust me folks in my perception when I started Yoga it was not easy (though the level was still beginner), more than anything it requires patience. So I started with meditation to increase my focus and later few asanas for physical health.
With almost 2 months into it, Yoga has now become part of my daily routine, which to me by itself is a big achievement.
Will be happy to hear yours, the things that you do to keep yourself active during this lock-down.