These amazing 'sun dogs' were seen on Sunday by Valera Yangurazov, who was travelling on a subway train in Moscow.
While this isn't a rare weather phenomenon, it's a particularly excellent example of it. The two bright patches of light on either side of the sun (the actual sun dogs or 'parhelia') and the halo of light joining the two are caused by sunlight passing through ice crystals in the air.
When these thin, plate-shaped hexagons of ice fall through the sky, most of them fall flat, lined up roughly with the horizon. When sunlight shines through the sides of the crystals, it's refracted by roughly 22 degrees (the same angle you'd measure between the sun and the sun dogs and halo). It's not exact, though, since red is refracted slightly less, and blue is refracted slightly more. You can see this in the video, as the inner edge of the phenomenon is more reddish, while there's a slightly more bluish cast to the outside.
The difference in brightness between the halo and the sun dogs happens because most of the crystals fall flat flat through the sky. So, the light from crystals whose edges aren't lined up with the horizon is being focused into the halo, and the light from the much higher number that are lined up with the horizon is being concentrated into the incredibly bright sun dogs.
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