You can tone and tighten your skin with exercise, but only to a certain extent. Skin is elastic, just like a rubber band. If you apply tension to it, it will stretch (like a pregnant woman's belly skin). If you release the tension, the rubber band (and skin) will contract back to it's original state. But if you stretch it too fast, or too much, it will eventually break. When skin "breaks", you get stretch marks - that means the skin has lost its elasticity.