A tight chest leads to poor posture, poor posture leads to tight muscles, and tight muscles lead to tension headaches. Pulling your shoulder blades together is a great way to treat the issue. As the name sounds, scapular retraction will help you open your chest and get the blood flowing to your shoulder and upper back muscles.
Here's how: sitting up straight, especially while at your desk, will help prevent neck tension and tension headaches. Be sure not to lean your head forward or "turtle neck" when pressing shoulder blades together. Actively push your neck back to strengthen and stretch the front part of your neck while completing this exercise. Press your shoulders down and push your scapulae together. Release and repeat 15 times.