Not Updated For Current Season
Sion's Enrage is nice for a little extra damage early on, but as an AP build, I mostly use it for its passive, which increases my max HP with every kill, even on my other skills. Once you can one-shot creep waves with your shield, your hp is going to skyrocket. This, along with your passive, is why this build works without any hp items.
I opted for desolation runes for reds as they give more pen per rune and with lich bane it's a nice increase in damage. The most important thing is to stay alive. I'm focusing on getting as much AP as possible so the enemies can't easily kill my shield. So for Sion, AP is probably better than Mpen, allthough it does have its virtues. You can go for Sheen before the tear, but that'll hurt your mana regen, and he's really mana starved early on.