Halachically, yoga is permissible if there is no connection to idol worship. See this article by Rav David Sperling for more details.

As far as prenatal exercise is concerned, you should only use yoga or other videos specifically meant for pregnancy since there are some yoga poses that are dangerous during pregnancy. While exercise is healthy and important even while pregnant, we recommend speaking to your doctor before embarking on any exercise program during pregnancy.

Please feel free to get back to us with any further questions.

B'hatzlacha!