Helical structures with Lennard-Jones self-interactions are studied for optimal conformations. For this purpose, their self-energy is analyzed for extrema with respect to the geometric parameters of the helices. It is found that Lennard-Jones helices exhibit a first order phase transition from a state with large curvature of the helical backbone to one with a small curvature. I.e. from a dense helix to an extended helix. A transition from one helical structure to another is a phenomenon known to take place in self-assembling helices formed in multicomponent solutions with cholesterol.