canklecat brings up a few good points- my questions revolved around your diet as well.
What does your food log look like on the days you get migraines?
Specifically, there are two things I can think of that can cause migraines after strenuous activity. It happens all the time to runners as well- sweating out all your sodium(made worse by drinking more water) and depleting your glycogen levels(eating high GI carbs instead of slow release, denser carbs).
The above is completely conjecture until we know what your diet and nutrition look like. But your case isn't isolated- it's more common than you'd think.