When you exercise, or exert yourself physically, the muscles of the head, neck and scalp need more blood to circulate. This causes the blood vessels to swell, which can lead to a condition called exertional headaches.
Headaches that most frequently occur due to exercise or over-exertion include jogger's headache and orgasmic headache (sex headache). While these may occur in isolation, they are most common in patients who have an inherited susceptibility to migraine (one or both parents have migraines).
It has been found that most exertional headaches are benign and respond to usual headache therapy. Some are particularly responsive to indomethacin, an anti-inflammatory agent. However, exertional headaches should be evaluated to exclude other medical causes.
"These headaches are always associated with sustained exertion, so maybe substitute a yoga class" for a run. Dr.Rashimi Halker