Helix/Sweep with an ellipse and rotation?

I have a heater that I was challenged to model (see the attached picture)...

is this possible?  I see helix/sweep only does circles, i see you can do other shapes, but i haven't seen how to rotate as well

the OD of the entire piece is 6", the center "hole" is 2", its about 3" tall, and the wire dia is 0.16...

SolidworksParts And Features