Your 3rd eye is not actually an "eye", it is an energy center, a chakra, connected with our receptiveness to psychic phenomena. They are in set places along along the body but they flow together. Research those a bit.
The movement you are feeling may be due to the flow of the energy, of it opening and closing. Perhaps you have a blockage? You're lucky to feel it so intensely; are you aware of your other energy centers? Does your head buzz?