Super itchy scalp?

I'm 9 weeks pregnant and for the past week my scalp has been unbearably itchy and greasy. I don't have lice (had my SO check and I've checked multiple times), and I've used the same shampoo and conditioner for years, though once this started happening I did switch to another all natural brand to see if that was the problem... nothing seems to help! Any ideas? Is this pregnancy related? Should I call my doctor or is it not that serious?