The most common and most likely answer to this crossword clue is the 5 letter word TENIA
T
E
N
I
A
Buddy explains!
The straight part
We know that "Headbands" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case headbands = tenia.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does TENIA mean?
TENIA noun- A ribbon worn in the hair in ancient Greece.
- (Doric architecture) A band between the frieze and architrave in the Doric order.
- Any of several ribbon-like bands of tissue.
- Any species of the genus Taenia of tapeworms.