From the [man]fopen[/man] manual page:
If PHP has decided that filename specifies a registered protocol,....Note: The list of supported protocols can be found in Appendix J.
From: Appendix J
Note: HTTPS is supported starting from PHP 4.3.0, if you have compiled in support for OpenSSL.
So; shouldn't have to ask, but you'd be surprised: have you checked that your installation matches these requirements?