Did you catch a cold before and after exercise?
Did you replenish water, electrolyte and sugar before and after exercise?
If the answers to the above questions are no, you may have a physiological headache caused by vasoconstriction after exercise.
After exercise, blood is mainly supplied to limbs, and blood vessels on the skin surface contract. If you don't do the above, it will cause pain because of vasoconstriction.
Another possibility is nervous headache caused by excessive excitement of sympathetic nerve after exercise. No other accompanying symptoms can be observed.
I hope I can help you. Welcome questions.