The given number is 11,125.
The ones place of the number is 5, the tens place is 2, the hundreds place is 1 and the thousands place is 1.
Its digit at hundreds place is 1, which is less than 5.
So, we replace each of the hundreds, tens and ones digits by 0 and keep the other digits as they are.
Therefore, the number 11,125 is rounded off to nearest thousands as 11,000.
Hence, option A is correct.