Hi,
How are you? There is one type of headache, exertion headache, which usually present with pain of short duration during or following physical exertion. This includes running, jumping, or sexual intercourse. This is usually related to migraine or cluster headaches. Preventive migraine medication may help. However, if it persists, it is best that you check with your doctor for proper evaluation. Take care and do keep us posted.
I go through this same thing sometimes and I have no clue why it happens...I do think that the fact that I sometimes can't sleep after sex opens me up to a migraine for the next day...in fact had sex last night didn't sleep and man does my head hurt.... I am an insomniac...bad....I have to take a tranquilizer every night and still have lots of trouble with my sleep. I would get in to see your doc and ask about your sleep and your orgasm inflicting migraines.... I'm really sorry you are dealing with this and I agree that you should NOT avoid sex forever!!