How to make it so my alarm rings through my headphones on my iPhone?

I'm a bit of a heavy sleeper so whenever I set my alarm it normal wakes everyone but me up, which means everyone's grumpy in the morning.

How do I make it so that the alarm rings through the headphones?
I already set it like a minute before to test it and it plays out loud and on the headphones at the same time? How do I set it so that it only goes through the headphones and not the speaker?

You can't I'd the simple answer!