The reason there are no women only gyms in California is because men’s rights groups sued them for discrimination.

California has one of the strongest anti-discrimination laws in the country, the Unruh Civil Rights Act: "All persons within the jurisdiction of this state are free and equal, and no matter what their sex, race, color, religion, ancestry, national origin, disability, medical condition, genetic information, marital status, or sexual orientation are entitled to the full and equal accommodations, advantages, facilities, privileges, or services in all business establishments of every kind whatsoever."

It turns out that yes, male is a sex and that means that no, you cannot discriminate against them as a business in California. The same men's rights group put an end to differential pricing based on sex at bars (aka ladies' night). You would likely be screaming about the sexism from the top of your lungs if a business refused to take women as customers, or charged women more for the same thing, or any of that sort of thing.

The group in question (NCFM) is better known for challenging Selective Service, and their VP and lawyer in charge of that case being murdered (the killer would then cross the country and shoot two more men [killing one and wounding the other] in a "misogynistic attack" against a federal judge [the two men were her husband and son] before killing himself). The judge in question presided over a different Selective Service related case that the killer had been a lawyer on.

Hypothetically, a gym could probably get away with women-only hours if they either also had a matching number of men-only hours or charged men a discounted rate adjusted for the fact they're paying for less gym access.