Hi shade,
Exertion can trigger a Migraine for some people. It's more difficult to work and exercise if your Migraines are frequent since activity makes the pain worse during a Migraine. Take a look at 10 Ways for Migraineurs To Sneak In Some Exercise for some tips.
Take a look at Primary Exertional Headache - The Basics when you get a chance. It has good information on this type of headache.
I hope this information helps,
Nancy
Yes! I am a thankful newbee, first timer. Since turning 45 I started to notice doing more than 15 push-ups are triggering my migraine. Prior to this I went to the gym regular and lifted weights. I've had to stop going because any hard physical exertion brings my headache back on the very next day. I will wake up with a migraine no matter how early I go to bed. I've heard that it might have something to do with physical exertion restricting blood vessels(air flow) to the brain but I haven't seen a doctor for my problem yet. 
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