You need "I have" see how it also matches the verb in the question. Use "have" for something you did in the past but continue to do in the present, like exercise - present perfect (like you said.) Use "did" for something done in the past and now completed - past simple. Here are some examples of "have" and "did." Imagine a friend went on holiday to Russia. You could ask "did you enjoy your trip." They might answer "I did enjoy my trip." Now imagine you ask a businessman who often travels to Russia. You could say "Have you been to Russia this year." He could answer "I have been to Russia this year." Here are some more examples comparing the present perfect with past simple. https://dictionary.cambridge.org/grammar/british-grammar/past-simple-or-present-perfect

Hi, there is no option for “I did” because you use present tense

Thanks guy

"Yes, I have" is correct. Present perfect tense is the "have / had" tense. "Yes, I did" is past simple. When asked a question in present perfect, it's natural (and grammatically correct) to answer in present perfect.

Many thanks Davidadler