My friend Vania has been teaching private yoga lessons and at the YMCA for awhile now. Just this past week she started offering morning yoga sessions at Studio 6 Ballroom 4 mornings a week for $10/session.
The two weekday classes start at 6:15 and get done before you have to get to work. Personally, I can't remember the last time I saw 6:15. But the weekend sessions start at 8:30 am, and that's not so bad at all. I've never done yoga, but I'm intrigued enough I might check one of those out.