i'm sure you're already aware of the situation regarding "advice" around here - none of us are permitted to provide it. so i'll just put down a few "thoughts" on the scenario.
first of all, i never, ever just hit the bid or hit the offer when trading ASX options. unless the spread is like 2 ticks, which it almost never is. as you already noticed, the spreads are hideously wide, trading is simply not viable if you cross the whole thing every time. my personal approach is to start about halfway between the mid and my side of the spread, then move it in a tick or two every few seconds until i either get filled or i'm not prepared to cross any more of the spread. don't give the MMs an inch, you know they won't give you one.
in terms of the options themselves. i'm usually reluctant to buy 3 month ATM options straight up, that's a lot of extrinsic to be outlaying, especially with vols significantly elevated above historic levels. i normally spread it somehow to partially offset the decay. even if you think a 30'ish IV is cheap because you expect the RV to be 60 - think twice before you try to trade that. 30 for ANZ is expensive vs historic norms. i've learnt the hard way over the years that the MM is generally going to be right about vol more often than i am, they have all the complex systems and models to do this sort of thing, we just have to accept the fact that they're going to be smarter than we are at pricing vol.
if i wanted to play for a 3 month rally but i didn't think it would rally immediately, i might look for a call calendar, eg. buy the Sep or Oct 18.50 calls and sell the Jul 18.50 calls against it. the skew is not all that conducive to calendars these days though. it's not negative either, just merely neutral, whereas a few months ago when the crisis first started flaring up, both delta and tenor skew was crazy steep, i was buying 2-3 month 20-30 delta calls for 40-45 IV and selling weekly ATM calls against those at 80-100 IV!
if i wanted to roll the dice a bit i might go for a zero cost diagonal. buy 2-3 month OTM calls, sell nearer dated ATM calls against it for about the same amount. the goal with this strategy is to get those long calls to "on the house" status by punting on the nearer dated short calls expiring worthless. then it's much easier to just let them run, because you've already recouped the premium you paid for them. i am a big fan of this strategy as i find that getting a position to "on the house" status is a very useful psychological tool when options trading. i used this quite a bit earlier in the year when the weekly ATMs were going at 80-100 IVs in most of the majors. worked fairly well, but as noted in another post, with the skews flatter now, the strategy has had its time in the sun, at least for now.
another strategy could be to buy a call vertical spread, which i don't often do because of delta skew, but it might actually be ok at the moment. i didn't check the market too closely last week (too busy with my day job), but from what i saw a few days ago, delta skew has been flatter than normal lately. these are rough guesses as i wasn't really watching the market last week, but one such spread could be to buy Sep 18.50 calls for about 0.85 (~30 IV) and sell the Sep 20.50 calls for about 0.225 (~28 IV/~20 delta). costs 0.625 so breaks even at 19.125, maxes out at 20.50 for a profit of up to 1.375.
that's just how *i* would look at it though, others might approach it differently. there's no black & white way to do it.