That depends on what you mean. A sock reaching to the knee (knä) is en knästrumpa. A thicker sock worn for extra warmth, and possibly knitted and/or woollen are en socka (pl. sockor). If you want to refer to nylon socks/stockings in particular, you can say nylonstrumpor.
I'm guessing you mean those that are similar to pantyhose (but don't join at the top). If so, they seem to just be referred to as 'strumpor' (same word as for socks) or 'långstrumpor' (long socks). Not sure how you would differentiate between those and normal socks though.
For the record: pantyhose are strumpbyxor.
One tip for figuring out the different clothing item names is to go to a clothes store website (2 big chains in Sweden are 'Kappahl .se' and 'Lindex .se') and wander round the departments. Then you get the Swedish word along with a picture to make it clear.
NB: To the moderators - if it's not okay to mention shop names, please let me know and I'll edit them out.
hon har på sig = she has on (her)self = she is wearing
han har på sig = he has on (him)self = he is wearing
Sven har på sig = Sven has on himself = Sven is wearing
du har på dig = you have on yourself = you are wearing
jag har på mig = I have on myself = I am wearing
"sig" is third person; "dig" is second person; "mig" is first person
Note that the mig/dig/sig reflexive pronoun must match the jag/du/hon (har, etc.) subject pronoun or noun.