It wont be hard to generate your own. Just look at what are the primary factors of each style and frame your questions around them. Its better to do your own as so you can fit it within your own setting/context.
Chelladurai, P., & Saleh, S. D. (1980). Dimensions of leader behavior in sports: Development of a leadership scale. Journal of Sport and Exercise Psychology, 2(1), 34-45.
Sorry to say that I don't know of an 'off the shelf' scale for this, but it might be worth looking at the Merrill & Reid social styles work. There is a very clear distinction between those with a directional/advisory approach contrasted with those who prefer a delegative/coaching style.
Even if this is something you don't feel you can adapt and use as a scale, it might prove useful to cite and contrast with whatever you come up with?