For a rough and ready cal, for the open, just don't put anything on. For HF, there's not a lot of difference between a connector that's open, and a connector that's missing. It's the short that you really need the right item.
A connector that's open vs having an actual open calibration standard is just a slight difference in length, for the most part. And, there's some tiny amount of radiation from the unshielded opening
It's really all about dimensions relative to a wavelength and even if you were measuring at, say, VHF frequencies of 100 MHz, a few mm of connector isn't much compared to "meters"
