The gas cost of delegation request is ~500 Gwei (about $35 as of September 14).
Undelegation costs ~280 Gwei.
The cost will depend on the ETH price and the ETH network load as it fluctuates throughout the day.
SKALE has made great effort to optimize delegation price while enabling secure delegation directly from the wallet. (The level of complexity in the smart contract is relatively high and the cost could have been in thousands of Gwei, so care was taken to reduce processing costs while still providing for a secure transaction flow.)