There are records of snakes having more than half a dozen retained eye caps stacked up without damage to the eye.
An herper who is experienced with retained eye caps would probably take that eye cap off now. If the herper is not very experienced or if the shed was over a week ago, then I say leave the eyecap alone until the next shed and then really try to do a good job keeping the humidity up. If the retained eye cap comes off with the rest of the shed, the problem is solved. If the eyecap doesn't come off, then I'd recommend soaking the snake and taking the eye cap off with a wet rag as soon after the shed as possible. Choose the answer that best describes the situation.
Good luck.