We define a new problem of computing the intersections among arbitrarily nested hollow spheres of possibly different sizes, thicknesses, positions, and nesting levels. We describe a new algorithm designed to solve this nested hollow sphere intersection problem and implement it for parallel execution on graphical processing units (GPUs). We present first results about the runtime performance and scaling to hundreds of thousands of spheres, and compare the performance with that from a leading solid object intersection package also running on GPUs.