I think this is a sock bun, I'm not positive but I am pretty sure I know of a way to get a similar effect!

Pull your hair up to a high pony, braid probably 8-10 small braids (leaving half of the hair in the pony untouched), then roll your sock in, secure it with bobby pins if needed, and your done!

Now I'm thinking that if you have thin hair (like I do) you probably won't be able to pull this off with all the braids, but you could just do a regular sock bun! I do all the time they are my go to lazy day/bad hair day hair do.

If you don't know how to do a sock bun...