Hi, Although people who experience Ice pick headaches are usually those who have migraine disease, or another head pain disorder, the ice pick headaches usually occur by themselves rather than during a migraine attack or headache. Usually, they occur a few times a day at most. In rare cases, however, they occur frequently through the day, requiring treatment. The major problem with treatment, of course, is that the pain is so brief, if it's not treated until it occurs, it's gone before the patient can even take medication. In those rare cases where it does need treatment, preventive treatment with indomethacin (Indocin) usually works.3

Ice pick headaches occur in up to 40% of migraineurs, often located in or near the usual location of their migraines. They can occur at any time of day or even wake people from sleep. Those who do need to use indomethacin for prevention should remember that it is an NSAID and has the potential side effects typically associated with NSAIDs. Those potential side effects include heartburn, nausea, gastroesophageal reflux and bleeding problems, and gastric ulcers. In rare cases, indomethacin can cause eye problems. Thus annual examinations by an ophthalmologist are recommended for anyone taking it on a regular basis.
Regards, Dr.D.P.Bura