Whisk olive oil, soy sauce, balsamic vinegar, salt, and pepper in a large bowl. Toss eggplants, zucchinis, and bell peppers in soy sauce marinade. Marinate for about 45 minutes.
Preheat grill for medium heat and lightly oil the grate. Remove vegetables from marinade, shaking off excess.
Grill vegetables on preheated grill until tender, 10 to 15 minutes, brushing vegetables with marinade. Transfer cooked vegetables to a platter and serve with any remaining marinade.
