IOCP doesn't do it[1]. Well, if it does then it's not documented. You can post custom completion packets so at first glance it looks easy to make open/close be async...I think there is probably a good reason why NT won't do that for you.

That's pretty awesome though, that you have to worry about latency of open().

[1] https://docs.microsoft.com/en-us/windows/desktop/fileio/i-o-...