Thumb Sucking

So Kyle is a thumb sucker. He doesn't do it all day, only when he is tired or hurt. So I didn't think it was a big deal. But now I have noticed that he has sucked all the way through his nail. It not only looks gross, but could become a issue. So what I am asking is, does anyone out there have any suggestions on how we can make him stop sucking. And I don't want to start using a binky now. Please help me.