Okay, that's just a soft-shelled egg; they often will lay them from the roost at night. Be really careful to clean all the remnants out - you don't want them to eat the broken egg, if they do, they develop a habit of egg eating.
If they do not have oyster shell, free choice, they can lay eggs like this - not ALL hens will lay soft-shelled eggs if they don't have oyster shell, though, so it could very well be the issue. That's an excellent first line of defense, if you will.
If your girls are young and haven't been laying long, it could be that they are just not fully acclimated to the whole egg laying thing. If they matured too quickly, soft shelled eggs are much more common. To avoid this, I switch my pullets to Flock Raiser when they are 12 weeks old. it will slow their growth down a bit, and even though I'm always super excited for that first egg...it's much more important to me that my girls are healthy and lay well, and the flock raiser seems to help with that.
You can also give treats that are healthy and high in calcium, such as yogurt, cottage cheese, and cheese. But, none in excess (except yogurt - they can have LOTS! I buy the Greek yogurt for them, as it's thicker so they seem to waste less).
Regarding the oyster shell - it's much less expensive to buy a 50# bag from your local feed mill than buying a small bag. It'll last a super long time, but I don't believe it has a shelf life!