Stories with this little lightning bolt are displayed in Facebook's Instant Articles format, which will will typically load faster and show fewer ads.
Facebook Instant Articles are native to the social network, which means that they load directly in the Facebook iPhone app with a clean, minimal layout. Dozens of media outlets (including Business Insider) are sharing Instant Articles, and Facebook claims that stories published in its format load up to ten times faster.
If a story is an Instant Article, you'll see a little lightning icon in the bottom left of the story thumbnail.