Blending Options>Inner Glow:

 

Blending Options>Bevel and Emboss:

 

Blending Options>Gradient Overlay:

 

Gradient Editor:

 

Blending Options>Stroke

 



We need to get the same sphere demonstrated next image:



Next we’ll draw a sphere identical with the previous one.



Follow the same settings indicated next table:
Blending Options>Inner Shadow 

 

Blending Options>Gradient Overlay



Gradient Editor:



Set the opacity on this layer to get a highlight:



Next we’ll draw one more sphere for the highlight’s effect.