We study the exact Bloch states of a spin-orbit (SO) coupled Bose-Einstein condensate (BEC) held in an optical lattice. Under a natural condition of the symmetry between the two species, we obtain two different forms of exact solutions corresponding to different existing conditions. Then, we analytically demonstrate that (a) the average atomic number per well can enlarge the region area (consisting of instability and stability parameter regions) existing exact solutions; (b) the sizes of the instability and stability parameter regions exhibit opposite variation trend with the increase in Rabi coupling strength, and the results of different solutions are just opposite. Besides, we find that spin-orbit coupling (SOC) results in the generation of spin-motion entanglement for the Bloch states, the SOC strength and lattice depth can influence the population transfer between two BEC components, and varying the SOC strength and lattice depth can also reveal the dynamical superfluid-insulator transition from the superfluid state to the critical insulating state. These results present a feasible scheme to manipulate the stable superfluid currents, which will be useful to control quantum transport of BEC.
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