Might be worth joining the Vivacity gym thing. I paid £39 membership and that gave you access to all the Peterborough gyms, classes and pools, plus discount on squash/badminton.
As above, there’s water sports at Ferry Meadows, Rutland Water, Grafham water, Tallington Lakes (dry ski slope there too).
There’s mountain biking at Thetford and the D2D is coming up there in October with the monthly winter series following in November (2 or 4 hr races with a good atmosphere)
If you ride on the road, my mate does a weekly ride from his business in Sawtry, a short drive down the A1. Look up SDJ Cycles on Facebook and drop them a message.