In a medium bowl, whisk together yogurt, olive oil, lemon juice, rosemary, Sriracha, garlic, salt and pepper. Place chicken thighs in a large ziploc bag and pour marinade over. Turn bag over several times to coat chicken. Place in refrigerator and let marinate for at least one hour.
Preheat oven to 375°F Arrange chicken thighs in a single layer in a baking dish or broiler pan. Spread any marinade remaining in the bag over the thighs. Bake 35 to 40 minutes, or until chicken is cooked through. Then broil on high for 4 minutes, until skin is crispy and golden brown.