You can if you find someone willing to sell it to you at a lower price but that person would be on the losing side. Only reason why someone would do that is if he is in need of cash fast and for some reason cant or doesnt know how to use an exchange.
Hey yes one can definitely buy at lower prices, even lower than the exchange prices it’s not difficult just requires more efforts than usual. I would suggest you to look into currency section here on the forum, post a requirement to buy it in bulk and you should get your desired amount. Lastly you can even check at Local Bitcoins many times I see people post low prices for selling, but before you start a trade do your due diligence about the seller.