Driven by the demand for carbon emission reduction and environmental protection, battery exchange stations (BES) with battery energy storage stations (BESS) and renewable energy have become one of the key technologies to achieve the goal of emission peaking and carbon neutrality. Therefore, this paper proposes a strategy to optimize the operation of BES with Photovoltaics (PV) and BESS supplied by transformer spare capacity. Firstly, it introduces the operation mechanism of BES and uses the spare capacity of building special transformers and the roof PV to supply power to BES to avoid the investment of transformers. Secondly, this paper establishes the load model of BES and proposes the charging rules of battery exchange. Thirdly, a segmented pricing mechanism for the rental price of special transformers is formulated to guide BES operators to preferentially rent spare capacity during low load rate periods. Aiming at the maximum daily profit of BES, an optimization model is established to optimize the number of batteries to be charged and the charging status of BESS in each period, on this basis, the demand response model is proposed. Simulation results show that the proposed strategy can improve the daily profit of BES. And the configuration of BESS can improve the battery exchange capacity. Moreover, the exponential segmented pricing mechanism can effectively guide BES to rent the spare capacity under low and medium load rates of special transformers.