Headache while exercising

Patient: I am 23 years old I have always wanted to exercise but I can’t due to the intense sharp headache I get while trying any type of exercise including walking, jogging, yoga, and everything else. I eat before I try execerising so I know the headache is not from low blood-sugar, and I drink plenty of water , so I know it’s not from dehydration either. What can be causing these headaches while trying to exercise?

Symptoms: Sharp headache starting from the back of my head and comes to the front in sharp painful pulses.