What Causes Severe Headache Post Workout?

/HI Doctor. I was at the gym tonight and while jumping rope (after 200 jumps) I felt this sharp headache on my left side First time this happen to me. I m in good shape, train 3 to 4 times a week doing High Intensity workouts, Lift weight etc and never have had this sort of pain in my head. I m just taking my Bp and looks ok 129/81