The three eye God is famous for his penance most. At time of penance his eyes remain close and time duration of his penance is also extremely long. But I heard an incident in which Parvati asked Shiva to close his eyes. Then whole universe turned dark. Even Sun's light turned off. Then Shiva did open his third eye and all universe become light up again. He didn't open his two eyes because Paravati asked to close them but didn't say anything about third eye so Shiva opened that eye.
Then Parvati was also suprised by seeing that Shiva opened his third eye. She asked to open his eyes again. Then he closed his third eye only after open his primary two eyes.
Parvati asked to Shiva, Why you open your third eye? What was need to open it? Then Shiva told, It can never happen when I close my all eyes from this world. I have to always keep one eye open to see the world. I can't turn my eye off from this world. If in any case I have to close my eyes for some reason then its becomes mandatory to open my third eye.
If this is really true then what about time of penance? On penance he sure remains close his two eyes but is third eye remain open when Shiva does penance? Do scriptures says something about his third eye? Is it true Shiva keep one eye open even in penance? Or penance is exception?