A sock Bun is a method for curling your hair without heat. There are many different sites that have information about this method, and there is a great tutorial with instructions and pictures here. There are also videos on how to do it on YouTube. You just need one old sock with the toe cut off and one hair elastic.
Basically, you cut the toe out of a sock and roll it into a doughnut. Then you put your hair into a ponytail using the hair elastic and wet it a little with water in a squirt bottle. Then pull the ponytail through the doughnut you made. Holding the doughnut near the ends, wrap the ends around the outside of the doughnut and up through the bottom. (Don’t get discouraged, this is much easier said than done.) Start rolling the doughnut “out” and down your ponytail towards the base. When you get to the bottom don’t bother securing it, it stays in place by itself! I sleep crazy and toss and turn a lot, but trust me, it stays in.
Now in the morning unroll the doughnut and take the elastic out gently. Start separating the curls and gently shaking them. I would recommend using hairspray. I have naturally curly hair that usually holds other curling methods fine without hairspray, but the curls that this created started to come out later in the day.
Note: This only creates large curls on the lower half of your hair.
Here are my results: