Sundogs (also known as mock suns or, more technically, parhelia) sometimes can be seen 22 degrees to the left and/or right of the sun, depending on the presence of thin high clouds that contain the right kind of ice crystals. They result from the refraction of sunlight through one short edge, then another, of crystals that are plate shaped. Since the parhelia are horizontal with respect to the sun, a large number of the crystals need to be oriented horizontally at the time light passes through. A faint 22 degree halo -- formed as light refracts through randomly aligned crystals -- connects the sundogs. This memorable display of atmospheric optics began about half an hour earlier with a classical circumzenithal arc, which was largely gone by the time of this photo.
Norman OK (10 Feb 5), looking WSW.