What Causes Delayed Periods Along With Mild Cramping And Headache?

Hi, I am about 6 days late with my menstrual cycle; I have taken 2 OTC pregnancy tests and both have indicated a negative result; I have had a headache on and off for about a week; its a dull aching headache located in the front of my head; I have some mild cramping and am irritable.
I have recently began the weight watchers program and have incorporated exercise into my schedule. This week I did 30-35 minutes of intense cardio/5 days. Do you have any advice? Any ideas of what can be going on? When should I think about calling my OB?
Thank you for your time.