Can't orgasm

Ice only ever been with one guy and I am still with but I've never orgasmed from sex. What's wrong with me I can orgasm when I masturbate by myself? When he tries to do it for me I get ig you could say antie and want to squirm. So I just have him stop doing that during sex. But I don't feel like that when I do it. Ok a lot of women don't orgasm from sex but I just want to know if there's anything else I could try other then a vibrator I want that to be a last resort. So lady's any advice?