Absolutely amazing. This is the first time I am seeing this phenomena on video. Hope to catch one live soon!
This is Rosemary Church's narration of the phenomena shown in the video -- "A lightning discharge in a thundercloud can apparently change the electric field above the cloud where charged ice crystals reflect sunlight, and this could cause a sundog to jump."
According to this NASA article, sundogs are formed by "plate-shaped ice crystals drifting down from the sky like leaves fluttering from trees".
The following video involving sundog is equally if not more amazing. I have lost track how many times I hit the repeat video button. Enjoy! :)