An ice sock is a

sock A sock is a piece of clothing worn on the feet and often covering the ankle or some part of the Calf (leg), calf. Some types of shoes or boots are typically worn over socks. In ancient times, socks were made from leather or matted animal hair. ...

filled with ice, used by cyclists participating in brevets (long-distance rides) to avoid overheating. A women's stocking is filled with ice, which the cyclist places inside their jersey on their back. This is a low-cost and effective method to keep the cyclist's temperature in check and prevent overheating. Other mentions of ice socks include cold weather sock products to offer feet protection against cold weather, as well as ice melt socks to prevent ice dams on roofs.

References

Cycling equipment Bodies of ice Socks {{cycling-stub