I get horrible exercise induced migraines. I had a horrible one after my last duathlon. I also get just regular run-of-the-mill migraines if I don't eat/hydrate regularily or if I don't get enough sleep or right before my period.
One common denominator for me is sun. if I've done nine holes on a bright sunny day, or if I've raced - headache. That's even with food, hydration, hat and sunglasses. I've tried every pain killer known to man, even tried it before I've participated in activity. Now I just bring my migraine med with me and when I start to feel a twinge, I succumb to drugs. I've just lost too many hours in my life dealing with the pain and non-medicinal methods that weren't helpful.
I hope you find a solution for yours.
"You can't get what you want till you know what you want." Joe Jackson
2006 Cannondale Feminine/Ultegra/Jett
2012 Trek Speed Concept 9.5/Ultegra/saddle TBD