Check her over really, really well for fleas, especially above the base of the tail.
How long has she been in your home? Has she been itchy the whole time, or this is new itchiness? Does her skin look pink, ears, tummy, etc? If this is new itchiness has anything changed in your home's environment, like new laundry detergent, new carpet or carpets cleaned, lawn treated, new plants, new food or treats or chewies?
Most of the time it is response to environment like grass pollen or something else air borne. For that I would give Benadryl, 25mg of the plain old pink tablet Benadryl.
I have one grey, Lucy, who did have food allergies and she was really itchy and chewing on herself on some foods. Since I changed to a raw diet Lucy is no longer itchy.