On one hand, supersingularity is a "modular" property, i.e. a property of the elliptic curve represented by the point on the modular curve, so it should have a modular description. On the other hand, any finite set of $j$-values $j_1,\ldots,j_n$ is the set of zeros of a modular form. For example: $\Delta^n\prod(j-j_i)^{12}$$\Delta^n\prod(j-j_i)$.