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It's also known as Coital cephalgia
characterised by sudden explosive headache in the front of the head and behind the neck getting worse at the time of orgasm. People taking medicines for Erectile dysfunction
may have this commonly. You need to rule out any aneurysms in your brain just to be safe. It is usually benign and resolves on its own. Your Doctor will offer you medication to help you with this problem, like Propranolol
which has shown effect.