Magnesium has been well known for calming migraine activity. In fact in Dr. Sircus' book on Transdermal Magnesium Therapy, there is a chapter at the end that talks about magnesium and migraines.
Sometimes it is a side effect of pharmaceutical medications for these headaches?
Usually magnesium is better taken with transdermal applications of magnesium (applied to the skin) This would be the best place to start and you can add some magnesium oil to a foot bath or a full bath though you would need more than just a drop. But stay at your comfort level and start off very slowly and gradually increase the amount you are using in the foot bath...you can go up to a cup or two in a foot bath. You can also get some magnesium flakes to use in a full bathtub....and you would need to work up to about 2-5 cups of flakes for a full bath.
Another good way to test your tolerance for magnesium oil would be to use a few sprays on your hand and massage this in to your temples , neck and forehead and see if that helps. When doing this you would only need to work up to about half an ounce per application or less as tolerance allows.
Always go up in amount slowly and always back off (but don't stop completely) if you have a reaction. It takes a bit of trial and error to find a proper dose. Later you can add in some oral magnesium. Drinking plenty of water can also help, preferably filtered water.