Have your hens been laying for a while. Sometimes hens that are just starting to lay will lay eggs without a shell, just the interior membrane, or a weak shell and the egg could easily break. They usually straighten out real quick. If it lasts more than 2 weeks, something is not right. Usually lasts just a day or two.
You might have an egg eating chicken.
Are you offering them oyster shell or another supplement. The eggshells may be weak and easily broken. A hen starved for calcium would them eat eggs or at least a broken egg shell.
Do you have an intruder eating eggs? I'm thinking rats, skunks, or possum. I'd think they would usually leave an egg shell behind, but maybe the hens are eating the egg shell.
If you are not providing oyster shell, do so. I also suggest a live trap baited with an egg, or my preference, peanut butter. They already know where to get the eggs but the peanut butter smell should attract them. You can probably get a live trap from a feedstore. Get the raccoon size. Put the trap where the chickens cannot get to it. I prefer a live trap as I have caught squirrel, possum, rats, and doves and I could release the doves unharmed. By law, I was not allowed to kill the squirrels or possum, so I released them at lease 7 miles from my house so they could not find their way home.