I found it
OID
.1.3.6.1.2.1.15.3.1.2.ip.ip.ip.ip
Just replace IP with the ip of the bgp neighbor
Possible SNMP Output
1 = IDLE
2 = CONNECT
3 = ACTIVE
4 = OPENSENT
5 = OPENCONFIRM
6 = ESTABLISHED
SNMPGET Example
$ snmpget -mALL -v2c -c COMMUNTY HOST .1.3.6.1.2.1.15.3.1.2.xx.xx.xx.xx
BGP4-MIB::bgpPeerState.xx.xx.xx.x = INTEGER: established(6)