Yes, it is possible to support as Sion. However it requires a much different build, runes, and playstyle.

For your runes:
Aftershock
Font of Life
Bone Plating
Unflinching
Approach Velocity
Biscuit Delivery

For your items:
Steel Shoulderguards & Control Ward
Mobility Boots
Sunfire Aegis
Thornmail
Abyssal Mask
Knight's Vow

Playstyle
As support Sion, your main goal will be to ward, peel and engage for your ADC. Use the threat of your Q to keep enemies away, use your E to slow them, and your R to engage on them so that your ADC can get some damage in. You will still be tanky with this build. Guardian is also a great keystone on support Sion. If you want less expensive items, Locket of the Iron Solari is a cheaper mythic that still works well.