This question have good hints in the comments for drawing the sphere and its parallels in 3d. But if only the parallels are needed there is a simple way to do it in 2d.
The following code
\documentclass[border=2mm]{standalone}
\usepackage{tikz}
\def\r{2} % sphere radius
\def\k{0.7} % ratio between ellipse axes b/a, 0<k<1
\def\n{31} % number of parallels to draw, n>1
\pgfmathsetmacro\f{sqrt(1-\k\k)} % relation between a tangent point and its height
\begin{document}
\begin{tikzpicture}
\foreach\i in {1,...,\n}
{%
\pgfmathsetmacro\h{(\i/(\n+1)-0.5)2\r\f} % parallel height
\pgfmathsetmacro\y{\h/\f/\f} % tangent point y
\pgfmathsetmacro\a{sqrt(\r\r-\y\y+(\y-\h)(\y-\h)/(\k\k))} % semi-major axis
\pgfmathsetmacro\b{\k\a} % semi-minor axis
\begin{scope} % front parallels, both spheres
\clip (-\r,\y) rectangle (3.5\r,-\r);
\draw (0,\h) ellipse (\a cm and \b cm); % left sphere (parallels)
\draw (2.5\r,\h) ellipse (\a cm and \b cm); % right sphere (parallels)
\end{scope}
\begin{scope} % back parallels, right sphere
\clip (-\r,\y) rectangle (3.5\r,\r);
\draw[thin,gray!50] (2.5\r,\h) ellipse (\a cm and \b cm);
\end{scope}
}
\draw[thick,red] (0,0) circle (\r); % left sphere
\draw[thick,red] (2.5\r,0) circle (\r); % right sphere
\end{tikzpicture}
\end{document}
produces:

A hint at the maths
Let x^2+y^2=r^2 be the 2d projection of the sphere and x^2/a^2+(y-h)^2/b^2=1 be the 2d projection of a parallel at height h. Fix b=ka with k given (all the ellipses must have the same axes ratio k). Imposing that both curves have a common tangent point (for example, taking derivatives and equaling them) we obtain an expression for the y coordinate of such tangent point. Then we find the value of a (semi-major axis) so the ellipse passes through that point. Now, as b=ka, we have the equation of the ellipse. We could also calculate the angles for drawing arcs instead of clipping the ellipses, but in this case I think that the clips are easier than the maths.