get_object_or_404 will only return one object. You need get_list_or_404 as there could be multiple states for one disease:
from django.shortcuts import get_list_or_404, get_object_or_404
def option(request, disease_id, state_id):
state = get_list_or_404(State, relevantdisease__pk=disease_id)
disease = get_object_or_404(Disease, pk=disease_id)
context = {'state': state, 'disease':disease }
return render(request, "option.html", context)