Question - The third degree

Hi folks!

I was hearing the esl podcasts (http://www.eslpod.com) and there I've heard a word/expression that I didn't understand. In the podcast he explains it but it's still not clear for me.

The expression is "the third degree". I understand that is a form of equivalence or levels to something but I still don't knowing how to use it.

The context that I've heard was this:

Dad: Where are you going?

Eva: Out.

Dad: Out where?

Eva: Dad, I’m nearly a grown woman. You don’t need be so overbearing. You give me the third degree every time I leave the house.

Thanks!