I've been noticing that typically a bull put credit spread has a slightly better price than a bull call debit spread. For example, DEC06 BBBY, the 40/42.5 put credit spread is 2.10 for a max risk for .40. The bull call spread for the same strikes/exp is a debit of .50 (this is according to ToS at this moment). The put credit spread is a dime better and I see this more often than not. I was curious to know the cause of this. Is it simply IV curvature or is it due to the risk of assignment on the ITM puts vs. the OTM calls? Is this something that changes as the overall market volatility rises and falls? Thanks.