Step 1: Deoxy Fe2+ is high spin, paramagnetic, 4 unpaired electrons.
Step 2: O2 binding is a strong field ligand, switches iron to low spin.
Step 3: Low spin Fe2+ has all 6 d electrons paired, no unpaired electrons.
Step 4: Both myoglobin and hemoglobin hemes behave the same way, so both oxy forms are diamagnetic.
\[\boxed{\text{Diamagnetic and diamagnetic}}\]