When a stock's implied volatility is high before earnings, how do you decide between a debit and a credit structure?

Implied volatility usually climbs into an earnings report and then drops sharply once the number is out, a pattern often called volatility crush. That matters for the structure you choose, because a long option position is paying for a big move, while a short premium position is collecting that inflated price and relying on it to fall back. Take a simple comparison. A long straddle needs the stock to move by more than the premium paid just to break even, and a post-earnings drop in implied volatility can erase value even when the stock moves a little. A defined-risk credit spread sells some of that elevated premium, but its maximum loss is capped and it can still lose if the move is large and fast. Neither is free of risk, and the right choice depends on what you think the move size is relative to what the market has priced in. For those of you who trade earnings, I am curious how you compare the expected move implied by the options market with your own estimate, and what you check first: the implied move, the historical move on past reports, or the term structure across expiries?