I presume you are using LKDmis. From the main tool bar press "Utilities-Config" increase the "Clear" value from the current value to something like 55mm. In most cases this will cause the CMM to back away from the sphere after the last point has been taken, prior to a head index.

If you are writing a calibration routine in Dmis, create a nominal plane where one of the three axes is equal to the length of your sensor. Specify the vector to be "away" from the sphere. Set "CLRSRF" to a value of 10mm AND to reference the FEATURE NOMINAL of the place ie: SNSET/CLRSRF,10,F(MYCLRPLANE).
This will cause the probe to move to the nominal plane prior to a head index. Depending on the number of points specified, you may be required to issue a GOTO/INCR between the last sensor calibrated and the sensor to be calibrated.