I prefer doing market orders. But if I'm trading names with less liquidity, I am buying the ask and selling the bids. I always look for at least 3000 volume on option contract. I never trade 2.5 interval strike prices.. - for example, if Apple have 145, 147.5 and then 150 contracts, I am always trading either, 145 or 150. If a daily level breaks and you expect a bigger move, go a little further out of the money as risk is small but reward can be big.