The coordination of five nitrogens (four from porphyrin ring and one from histidine) to Fe (II) gives iron square pyramidal geometry in deoxygenated Hemoglobin.
In this case the Fe is in high spin complex (due to square pyramidal geometry according to crystal field theory), so size of Fe is bigger and cannot fit properly in the plane of porphyrin center.
When oxygen binds to the sixth position, the geometry changes from square pyramidal to octahedral, Fe becomes low spin complex and its ionic radius decreases so that it can fit properly in the plane of porphyrin center.
When Iron move into the center of porphyrin, it also pulls histidine (F8), which inturn pulls the F-helix. so the whole quaternary structure of the hemoglobin changes and it forces the Fe in other three places also to bind to O2.
This processes is called cooperative binding.
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