Hello,
A few probable causes of your pain are:
1) Meralgia paresthesia
2) Femoral mononeuropathy
3) Sciatica
Most probably you are suffering from meralgia paresthesia. Conservative treatment measures include:
1) Wearing looser clothing
2) Losing excess weight
3) Taking OTC pain relievers such as 
Acetaminophen (Tylenol, others), 
Ibuprofen (Advil, Motrin IB, others) or Aspirin
4) Corticosteroid injections
5) Tricyclic antidepressants
6) Tab. 
Gabapentin or tab. 
Pregabalin can be used twice daily for 1 month.
If your symptoms don't subside, you may consult an orthopedic specialist.
Take care. Hope I have answered your question. Let me know if I can assist you further.
Regards,
Dr. Pallavi M., Anesthesiologist