See a neurologist.
Thi is a variety of exertional headaches known as sexual, coital, orgasmic or post coitus.
Mostly they are benign. However, when it happens for the first time intensely, one has to go to er immediately since it could be due to a leaking or ruptured aneurysm
. In case of recurrent forms one must be checked for possbility of lesion in the back of brain, some form of congenital malformation