What is the difference between bulk deals and block deals?

Bulk deals are not a special order type — they are ordinary market trades that happen to cross the 0.5% threshold when one client’s activity in a stock is added up for the day. Brokers report them to the exchange, which publishes the client name, quantity and average price the same evening. Big investors often appear here when building or unwinding positions in smaller companies, where 0.5% is an attainable day’s trading.

Block deals are pre-negotiated: buyer and seller agree on price and quantity, then execute in dedicated block-deal windows during the trading day, within a small permitted band around the reference price. SEBI’s framework sets a minimum order size — ₹25 crore since its December 2025 revision, up from ₹10 crore — and requires block trades to result in delivery; they cannot be squared off intraday.

Deal data answers a question the shareholding pattern cannot: when and at what price a large holder moved, rather than quarter-end snapshots. A promoter stake sale, an institution’s entry, a fund rotating out — all print as dated, priced rows. The same investor’s buying or selling can appear on both the NSE and BSE lists on the same day, and a client can appear on both sides of a day’s list when churning.

Solomo’s deals explorer indexes disclosed bulk and block deals since 2000, searchable by company and by investor, and links dealmakers to their disclosed portfolios where the same name crosses the 1% shareholding line — the two datasets read best together.