\documentclass{standalone}
\pagestyle{empty}
\usepackage{tikz}
\definecolor{darkblue}{rgb}{0,0,.7}
\begin{document}

\begin{tikzpicture}


\filldraw [blue!20] (5,0)  .. controls (3,4) and (-3,4) .. (-5,0) ..controls (-1,-2) .. (5,0);

\draw [ultra thick,] (-5,0) ..controls (-1,-2) ..(5,0);
\draw [ultra thick, darkblue] (5,0)  .. controls (3,4) and (-3,4) .. (-5,0);
\node at (0,-2) {$\Sigma_-$};
\node at (0,3.3) {$\Sigma_+$};


\node at (0,0) {$\Omega$};
\end{tikzpicture}
\end{document}