In order to delete an Open Day you must make sure there are no activities associated to the Open Day.
On the 'Details' tab on the right hand side you will be able to click on the 'Delete Open Day' button.
If the Open Day does have activities you will only be able to cancel your Open Day. The same button on the 'Details' tab this will now say 'Cancel Open Day'.
At this point you will be able to email all the registered participants informing them the Open Day has been cancelled, before confirming to cancel.