Wow!!! A "Hot Jupiter"! These kind of planets are formed far from the star, like in the outer orbits of the system, but can be knocked out of their original orbit by other objects in the system, pushing it towards the star. I don't see other planets in here so I assume that the second possibility might explain it: it was a rogue planet caught by the star.
The shape is due partially to the speed, as Ziljian mentioned, but also in not small measure, by the tremendous tidal force applied by the star.
Got the stars stats by any chance? Would be awesome to see those as well!