Caffeine

My worst symptom this pregnancy is debilitating migraines. And they always happen on days I don't have caffeine such as a small cup of coffee in the morning. I try tons of water and tylenol but only caffeine seems to help it go away. Anyone else have this issue? I make sure I'm always under the 200 mg a day but I worry about drinking caffeine so often. I get anxiety it's hurting the baby.