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.