Right now there is no method overload that supports finding all the open Event Frames. You can do a search, and then check to see what the end time is. Currently, if the Event Frame is open the end time is set to "12/31/9999 11:59:59 PM". I have heard a rumor that in a future release we might be supporting an additional method overload or introducing an new enumeration to allow searching for closed or open Event Frames.
To reduce the number of results of your search you can query a timeframe using a start time such as *-1m and an end time of *+1d. Likely, this will be all of your open event frames but you might want make sure you don't have any recent Event Frames!