The NHS recommends not to use any of the following treatment options:
- products containing permethrin
- head lice "repellents"
- electric head lice combs
- tree and plant oil treatments, such as tea tree oil, eucalyptus oil, and lavender oil
- herbal remedies
Wet combing involves removing head lice with a special fine-toothed
comb. It's suitable for everyone and is relatively inexpensive. A
number of lice removal combs are available to buy. Combs with
flat-faced teeth spaced 0.2-0.3mm apart are best for removing head
lice, although combs with smaller gaps can be used to remove eggs and
nits (egg cases) after treatment. The comb may come with instructions
outlining how to use it.
A commonly used method is described in the linked article.
Because Wet-Combing can fail (lice cling to the hair and scalp of the host): you could buy an over-the-counter Lotion that is supposed to kill lice, follow the instruction and comb your hair with a specially designed comb for lice (you can usually find that at your local drug store). If no lice are brushed out, you don’t have lice. This will kill other parasites as well.
National Geographic Image for reference (Note that lice are very small and appear like small black dots to the naked eye, if you are unsure, use a magnifying glass):

Visit a doctor
If this doesn’t solve your issue and the itching preservers, visit a General Practitioner. WebMD has further recommendations who to see when.
For more information on lice lotions, visit the CDC and go to section Over-the-Counter.