I suppose you’re referring to that bright streak to the right of the sun? I’m afraid that’s just a wisp of cloud (perhaps a contrail) being lit up. A proper sundog would appear much further to the right/left. As cbrewer314 already pointed out, what we’re seeing here is not a sundog, but a sun pillar.
To all those who would like to learn more about these phenomena and their proper nomenclature, I can cordially recommend paying a visit to the link glenblank posted. There is also a subreddit dedicated to the subject at www.reddit.com/r/atoptics.