If your headache happens whenever you have an activity, this could be due to exertion headaches which occur during
or following physical exertion (running, jumping,
or sexual intercourse)
or passive exertion (sneezing, coughing, moving one's bowels, etc.). Majority of these are related to migraine and cluster headaches but it could also be due to organic diseases (aneurysms, tumors, or blood vessel malformation), which were ruled out.