Is GAP insurance cheaper from my insurance company than from the dealer?

It often can be, but prices vary, so compare. Many auto insurers offer GAP or loan/lease payoff coverage as an add-on to your policy, sometimes for a small monthly amount, while dealer-sold GAP is usually a one-time charge rolled into the loan, where you also pay interest on it. Check whether your lender accepts the insurer's version and whether your lease already includes GAP. Either way, GAP is optional and you can decline it at the dealership.