I have not seen any other AP Jungle Sion builds on here, so I figured I would post mine.
This guide is intended for experienced players who have played Sion before, because I do not cover a lot of his strategy in this guide, simply his build and jungle pattern.

If you are going to AP Sion, going jungle is the best option and here is why.

Pros:
-Its a lot easier to gank and get stacks of Mejais Soul Stealer if you are jungle.
-Sion has a lot of mana problems if you try to lane. When you jungle you will have blue buff to fix this.
-You get fed quick and do huge burst damage.

Cons:
-Its a slow start, but once he gets going he is just as fast as other jungle.
-AP Sion is Squishy. (Do not try to tank)

The Jungle Pattern is a bit tricky at first, below is the only pattern I have figured out that works without having to Sacrifice any of my runes or AP for defense. Follow these 5 steps and you should be fine, sorry if they are confusing.

Step 1: Buy Doran's Ring (475), and get your Death's Caress (W) first. Start at the mini golems, continuously use your shield (W), and pop the shield right before its about to absorb the max damage. Use Smite on one of the mini golems. You should finish mini golems with above 50% HP, if not you did something wrong and you will die during the next step.

Step 2 Get your Enrage (E), and toggle it on. (Leave this toggled on the entire game!) Head over to Wraiths, turn on your shield and engage on the blue wraith, again make sure to pop your shield right before you have absorbed the max amount of damage. With the first shield pop the blue wraith should die, toggle on your shield again and then finish off the mini wraiths.

Step 3 This is where you lose some time, teleport back to base and buy 5 health potions, then head to wolves. Kill wolves remembering to use your shield.

Step 4 Get level 2 of Death's Caress (W), head over to Blue. Pop your shield on Blue to engage, and quickly pick off the two lizards in one or two hits first. Killing lizards first will ensure that you're Death's Caress won't absorb the maximum amount of damage before you can pop it. Use your smite on blue to finish him off and remember to use health pots. It should take 3 or 4 shield pops to finish him off.

Step 5 Head to wraiths and quickly kill them, this should get you to level 4 allowing you get Cryptic Gaze (Q) and gank. You may be 1% away from level 4 in which case fake gank mid and get one minion kill for the xp you need.

Once you hit level 4 its up to you, you can either
A: Gank a lane now that you have your stun and your shield.
B: Go back to base and either buy you're amplifying tome or boots of speed (depending on which you want to build first), and then gank.
or
C: Go back to base, get a few more health pots if needed, then continue to jungle and get red then mini golems.

Once you hit level 6 you can start using Sion's ultimate to regen health while you jungle so you never have to go back. I only use Sion's ultimate to maintain health while I jungle and to push towers. NEVER rely on Sion's ultimate to keep you alive in a team fight if you are going AP, because you will pop faster than a highly combustible level 1 teemo.

Hopefully none of you who are following this guide need me to explain this for you, however just as a review here are some tips:

-Before ganking a lane target the champion you are going for and make sure your allies are ready.

-Ganking with Sion is simple, toggle your shield on, run in (Flash if needed), stun your target, and then pop your shield on them.

-IMPORTANT-
The first gank is the hardest, at level 4 Sion's burst damage wont be close to enough to kill a target unless they are low, you will need your allies help to finish them off. Once you start ganking more, you start to snowball and ganks get ridiculously easy, just don't get to cocky at lower levels.

I hope this build works for you as it has for me. It has worked with great success in both Ranked & Normal games, however I have not tried it in the higher Elo levels.

If you have any questions or feedback please post a reply, this is the first guide I have posted and I hope to be of some help to you.

If you find any errors please tell me as well. Also keep in mind, that my item build is just a general outline, if you feel the need to buy other AP items instead of the ones I have listed that is fine.

Thank you!