How to modify an SD card so it will be read only?
No. It would just render the card completely unusable. (OK, that's kind of a write protection too – but so would be smashing it with a rock.)

The SD card and the host talk a protocol, in which the host asks the card things like "could you please turn on", "go into this and that speed mode" and "give me this and that data". 

The data in and out pins refer to the direction of the communication of host to card; without the data in path, the card couldn't be asked for data.

SD cards themselves don't offer a proper standardized built-in write protection. There's a small "notch" that some cards have that a reader can check. If it's there, it could consider the card write-protected. That's the same "write-protection" mechanism as in old music cassettes: totally up to the reader to support and fully up to the host operating system to respect (or not).

Some cards come with semi-/nonstandard commands that can disable writing in the card firmware – but that's just relying on software in the card instead of the host to do the write protection, and again, it's not standardized, so if supported, it's something only possible with a specific program.