A closed cell foam material contains a propylene based polymer comprising from about 5% to about 32% by weight α-olefin units. The propylene based polymer has a heat of fusion, as determined by DSC, of less than 80 J/g. The material also contains 0.5 to 5 phr peroxide, 1.0 to 5.0 phr blowing agent, and 0.1 to 10 phr co-agent. The cells of closed cell foam material have a diameter in the range of 0.1 to 1.5 mm.