The LaTeX command for degree (°) is ^\circ (degree symbol).
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Write ^\circ inside math mode, that is between $…$ for inline math or in a \[ … \] or equation block for display math. It is part of core LaTeX math, so no extra package is required.
^\circ is a math-mode symbol: in running text, wrap it in $...$. In running text, outside math mode, the same sign is \textdegree. With unicode-math under XeLaTeX or LuaLaTeX, typing ° in a formula gives the same symbol.
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\mathcal{X}\mathscr{A}\mathfrak{g}\mathfrak{h}\mathfrak{n}\dagger\ddagger\sharp\flat\natural\checkmark\maltese\clubsuit\diamondsuitMore math symbols in LaTeX: the full table or search all 350+ LaTeX symbols.
Use ^\circ in math mode; it needs no extra package. For example, $^\circ$.
None: ^\circ is built into LaTeX, so no extra package is required.