It is very possible that you are experiencing one of the most common sport-related headache known as benign exertional headache.
It is a bilateral headache, located at the both sides of the head, with pulsating quality, occurring only during or after physical exertion, and lasts 5 minutes to 48 hours.
If the headache is one sided, and accompanied with nausea and vomiting, you may have effort-induced migraine.
However, it will be a good idea to check this problem with your physician, since in some cases the exertion type of headache may indicate some brain vessels abnormalities (especially, if the headache is getting worse over time).


Best wishes!
Marija

Thank you for your response.
I will go and see a physician asap.

Regards
Roopesh