Decision matrix. Bullish thesis + low IV: bull call spread (debit, benefits from IV expansion). Bullish thesis + high IV: bull put spread (credit, benefits from IV contraction). Bearish thesis + low IV: bear put spread (debit, benefits from IV expansion). Bearish thesis + high IV: bear call spread (credit, benefits from IV contraction). The directional bias picks the side; the IV rank picks debit vs credit.
Synthetic equivalence: a bull call spread and a bull put spread at identical strikes and expirations have identical P&L diagrams. They differ only in cash flow direction (debit vs credit) and capital requirement. Choose based on whether you want to pay upfront or collect upfront, and based on which side of the option chain has better fills. In low-IV environments, debit verticals tend to fill better; in high-IV, credit verticals do.