Hi Ricardo
One solution is that you can hide the box around your figure and add a sphere around it using Show. This allows lots of customizations for the surrounding sphere.
Show[Graphics3D[{Opacity[0.3], Sphere[{0, 0, 0}, 4]}],
ContourPlot3D[x^3 + y^2 - z^2, {x, -2, 2}, {y, -2, 2}, {z, -2, 2}], Axes -> False, Boxed -> False]
