Exertion Headache / Migraine?

Hi Everyone

It has been somewhat of a troubling week for me. Other than the rare headache after a heavy night of drinking, I have never experienced something like this. Here is a summary of how my week has gone.

Monday morning: Workout at 630am – Chest. I don’t take on a ton of weight but definitely push it. About half way through, my left side of head started throbbing hard. I pushed through the workout but it just didn’t stop. The rest of the day, the headache subsided.

Tuesday morning: Workout again in morning – Back and lats. Throbbing came back again. I start wondering what the heck is going on. Headache then subsided throughout the day.
Tuesday night: GF came over and right after intercourse, the throbbing comes back massively. Throbbing slightly subsided over time but I still continued to feel it and I slept terribly throughout the night.

Wednesday morning: Skip workout as headache is still present, though not throbbing as bad. I do a lot of research as this is starting to concern me. My initial thoughts were that I had my first exertion headache.

Thursday (this) morning: Again, no workout. I took 2 flights of stairs up and with the heart rate mildly increased, I felt the throbbing come back ever so slightly. I am now back at my desk posting this thread as I am concerned.

Now, I am a 33 year old male living in Denver (high altitude). I am in pretty good shape (I frequently exercise 4-5 times per week) but I could be healthier. My initial take after reading countless threads from this website and tons of other websites is that I likely had an exertion headache. I thought about going to the Dr. but just believe they will do an MRI with no results. I am thinking for the next week, I will eliminate (to the best of my ability), all physical exertion, drink massive quantities of water, and start taking ibuprofen every 4 hours.

If there are any thoughts or comments anyone can provide on the above, it would be greatly appreciated. Thanks!